+90.1%
OKTA vs CGNX
+42.4%
+47.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.3% | -0.2% |
| 7D | +2.6% | +3.0% | -0.3% | +2.3% |
| 30D | +16.0% | -11.8% | +27.9% | +17.2% |
| 3M | +38.2% | -3.6% | +41.8% | +38.3% |
| 6M | +137.8% | +17.4% | +120.4% | +135.4% |
| YTD | +97.3% | +73.7% | +23.5% | +83.5% |
| 1Y | +90.1% | +41.5% | +48.6% | +83.0% |
| All | +90.1% | +42.4% | +47.7% | +83.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 1y: compounded portfolio wealth divided by compounded CGNX 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…
1y analysis · Full analysis span regression · 6 months rolling