+96.4%
OKTA vs CLX
-4.9%
+101.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +0.5% | -11.0% | -10.2% |
| 7D | -22.9% | +12.4% | -35.3% | -19.5% |
| 30D | -21.7% | +21.1% | -42.8% | -16.2% |
| 3M | +16.4% | -3.3% | +19.7% | +15.6% |
| 6M | +120.1% | +18.8% | +101.3% | +134.5% |
| YTD | +97.9% | +3.9% | +94.0% | +103.0% |
| 1Y | +96.4% | -3.8% | +100.3% | +103.4% |
| All | +96.4% | -4.9% | +101.3% | +103.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 1y: compounded portfolio wealth divided by compounded CLX 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…
1y analysis · Full analysis span regression · 6 months rolling