+677.8%
OKTA vs CHRW
+118.8%
+559.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +8.4% | +7.3% | +1.1% | +6.4% |
| 30D | -13.7% | -3.6% | -10.1% | -13.0% |
| 3M | +18.0% | -9.6% | +27.6% | +20.5% |
| 6M | +133.8% | -17.0% | +150.9% | +142.0% |
| YTD | +111.5% | -15.4% | +126.9% | +115.7% |
| 1Y | +118.3% | -10.0% | +128.3% | +118.9% |
| 3Y | +168.0% | +82.2% | +85.9% | +110.2% |
| 5Y | -30.1% | +59.4% | -89.4% | -42.8% |
| All | +677.8% | +118.8% | +559.0% | +498.3% |
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