+81.1%
OKTA vs CHD
+2.3%
+78.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -2.6% |
| 7D | -2.4% | -4.5% | +2.1% | -4.0% |
| 30D | +13.0% | -6.7% | +19.8% | +10.2% |
| 3M | +41.7% | -2.7% | +44.4% | +40.8% |
| 6M | +105.9% | -4.9% | +110.9% | +106.3% |
| YTD | +92.6% | +13.3% | +79.2% | +88.3% |
| 1Y | +81.1% | +1.0% | +80.1% | +71.5% |
| All | +81.1% | +2.3% | +78.7% | +71.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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