+634.8%
OKTA vs CLX
-10.2%
+645.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.2% | +5.2% | +3.3% |
| 7D | +5.9% | -4.9% | +10.8% | +6.4% |
| 30D | +14.6% | -15.8% | +30.4% | +16.4% |
| 3M | +44.0% | -7.9% | +51.9% | +44.9% |
| 6M | +116.7% | -19.0% | +135.8% | +121.5% |
| YTD | +99.8% | -7.9% | +107.7% | +99.6% |
| 1Y | +84.1% | -25.4% | +109.4% | +90.1% |
| 3Y | +97.7% | -35.0% | +132.7% | +106.6% |
| 5Y | -35.2% | -36.8% | +1.6% | -33.4% |
| All | +634.8% | -10.2% | +645.0% | +614.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling