+627.8%
OKTA vs COO
+10.0%
+617.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -14.7% | +13.7% | +6.4% |
| 7D | +0.4% | -23.3% | +23.7% | +13.6% |
| 30D | +13.8% | -29.5% | +43.3% | +34.1% |
| 3M | +48.9% | -20.0% | +68.9% | +63.0% |
| 6M | +114.9% | -27.2% | +142.1% | +145.7% |
| YTD | +97.9% | -33.9% | +131.8% | +138.5% |
| 1Y | +89.7% | -19.9% | +109.6% | +103.5% |
| 3Y | +95.8% | -38.1% | +133.9% | +125.6% |
| 5Y | -32.6% | -52.0% | +19.3% | -9.6% |
| All | +627.8% | +10.0% | +617.8% | +608.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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