-33.3%
OKTA vs CLX
-38.5%
+5.3%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.6% | -2.7% |
| 7D | -2.4% | -5.7% | +3.3% | -2.6% |
| 30D | +13.0% | -17.0% | +30.1% | +12.3% |
| 3M | +41.7% | -9.7% | +51.4% | +41.3% |
| 6M | +105.9% | -19.8% | +125.8% | +106.8% |
| YTD | +92.6% | -9.8% | +102.4% | +91.8% |
| 1Y | +81.1% | -26.2% | +107.2% | +82.7% |
| 3Y | +84.8% | -36.2% | +121.0% | +86.4% |
| All | -33.3% | -38.5% | +5.3% | -36.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling