+612.9%
OKTA vs CHRW
+144.3%
+468.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.4% | -2.2% |
| 7D | +0.7% | +1.9% | -1.2% | +0.2% |
| 30D | +13.0% | +0.9% | +12.1% | +12.7% |
| 3M | +43.4% | -19.9% | +63.3% | +50.7% |
| 6M | +107.6% | -15.8% | +123.4% | +114.8% |
| YTD | +93.8% | -5.6% | +99.4% | +93.1% |
| 1Y | +80.8% | +21.0% | +59.8% | +67.1% |
| 3Y | +91.8% | +86.0% | +5.8% | +51.4% |
| 5Y | -36.4% | +88.6% | -125.0% | -50.1% |
| All | +612.9% | +144.3% | +468.6% | +435.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling