+608.2%
OKTA vs CLX
-12.1%
+620.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.6% | -2.6% |
| 7D | -2.4% | -5.7% | +3.3% | -1.9% |
| 30D | +13.0% | -17.0% | +30.1% | +15.0% |
| 3M | +41.7% | -9.7% | +51.4% | +42.9% |
| 6M | +105.9% | -19.8% | +125.8% | +110.6% |
| YTD | +92.6% | -9.8% | +102.4% | +92.8% |
| 1Y | +81.1% | -26.2% | +107.2% | +87.1% |
| 3Y | +84.8% | -36.2% | +121.0% | +93.4% |
| 5Y | -34.4% | -38.3% | +3.9% | -32.4% |
| All | +608.2% | -12.1% | +620.3% | +590.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling