+90.0%
OKTA vs CLX
-35.7%
+125.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -1.1% |
| 7D | +0.4% | -5.9% | +6.3% | -0.5% |
| 30D | +13.8% | -17.0% | +30.9% | +10.8% |
| 3M | +48.9% | -9.6% | +58.5% | +46.9% |
| 6M | +114.9% | -21.5% | +136.5% | +113.4% |
| YTD | +97.9% | -8.8% | +106.7% | +96.3% |
| 1Y | +89.7% | -24.7% | +114.3% | +88.7% |
| All | +90.0% | -35.7% | +125.7% | +88.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling