+625.6%
OKTA vs CF
+476.8%
+148.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.3% | +0.5% |
| 7D | +2.6% | +6.0% | -3.4% | +1.7% |
| 30D | +16.0% | +14.8% | +1.2% | +13.6% |
| 3M | +38.2% | +14.1% | +24.1% | +35.1% |
| 6M | +137.8% | +28.5% | +109.3% | +125.7% |
| YTD | +97.3% | +74.9% | +22.3% | +77.7% |
| 1Y | +90.1% | +61.7% | +28.4% | +73.1% |
| 3Y | +98.0% | +80.3% | +17.7% | +74.3% |
| 5Y | -36.9% | +226.0% | -262.9% | -52.4% |
| All | +625.6% | +476.8% | +148.9% | +347.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling