+655.3%
OKTA vs CF
+415.9%
+239.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.1% | +5.4% | +5.3% |
| 7D | -3.9% | -0.9% | -3.1% | -4.0% |
| 30D | -23.5% | +6.9% | -30.4% | -24.4% |
| 3M | +19.7% | +4.8% | +14.9% | +18.4% |
| 6M | +111.6% | +4.7% | +107.0% | +108.0% |
| YTD | +105.4% | +56.5% | +48.9% | +87.3% |
| 1Y | +108.4% | +48.4% | +60.0% | +91.6% |
| 3Y | +167.8% | +59.1% | +108.7% | +139.5% |
| 5Y | -33.8% | +109.5% | -143.3% | -45.8% |
| All | +655.3% | +415.9% | +239.4% | +372.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling