-33.3%
OKTA vs CHRW
+90.8%
-124.1%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +11.8% |
| 3M | +41.7% | -19.7% | +61.4% | +48.4% |
| 6M | +105.9% | -12.4% | +118.3% | +110.4% |
| YTD | +92.6% | -3.9% | +96.5% | +90.7% |
| 1Y | +81.1% | +18.4% | +62.7% | +68.8% |
| 3Y | +84.8% | +88.8% | -4.0% | +45.3% |
| All | -33.3% | +90.8% | -124.1% | -44.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling