+608.2%
OKTA vs CHRW
+148.6%
+459.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -2.8% |
| 7D | -2.4% | +3.5% | -5.9% | -3.3% |
| 30D | +13.0% | +4.6% | +8.4% | +11.7% |
| 3M | +41.7% | -19.7% | +61.4% | +48.8% |
| 6M | +105.9% | -12.4% | +118.3% | +110.9% |
| YTD | +92.6% | -3.9% | +96.5% | +90.9% |
| 1Y | +81.1% | +18.4% | +62.7% | +68.4% |
| 3Y | +84.8% | +88.8% | -4.0% | +45.4% |
| 5Y | -34.4% | +93.5% | -128.0% | -48.9% |
| All | +608.2% | +148.6% | +459.6% | +429.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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