+91.8%
OKTA vs CHRW
+85.4%
+6.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.2% | +2.8% | +3.0% |
| 7D | +5.9% | +4.1% | +1.8% | +5.2% |
| 30D | +14.6% | +1.9% | +12.7% | +14.2% |
| 3M | +44.0% | -21.2% | +65.2% | +48.6% |
| 6M | +116.7% | -16.7% | +133.4% | +120.8% |
| YTD | +99.8% | -5.4% | +105.1% | +99.9% |
| 1Y | +84.1% | +21.2% | +62.9% | +78.3% |
| All | +91.8% | +85.4% | +6.3% | +74.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling