+84.8%
OKTA vs CHD
+0.7%
+84.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -2.7% |
| 7D | -2.4% | -4.5% | +2.1% | -3.1% |
| 30D | +13.0% | -6.7% | +19.8% | +11.8% |
| 3M | +41.7% | -2.7% | +44.4% | +41.2% |
| 6M | +105.9% | -4.9% | +110.9% | +105.9% |
| YTD | +92.6% | +13.3% | +79.2% | +92.2% |
| 1Y | +81.1% | +1.0% | +80.1% | +80.0% |
| 3Y | +84.8% | +1.3% | +83.5% | +81.0% |
| All | +84.8% | +0.7% | +84.1% | +81.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling