+81.1%
OKTA vs COO
-20.3%
+101.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.7% |
| 7D | -2.4% | -22.5% | +20.1% | -2.0% |
| 30D | +13.0% | -29.7% | +42.8% | +14.2% |
| 3M | +41.7% | -20.1% | +61.8% | +40.8% |
| 6M | +105.9% | -26.9% | +132.8% | +112.3% |
| YTD | +92.6% | -34.2% | +126.8% | +104.8% |
| 1Y | +81.1% | -21.3% | +102.3% | +81.9% |
| All | +81.1% | -20.3% | +101.4% | +81.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling