+168.0%
OKTA vs COO
-24.0%
+192.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.6% | +0.1% |
| 7D | +8.4% | +0.5% | +7.9% | +8.4% |
| 30D | -13.7% | +14.2% | -27.9% | -15.1% |
| 3M | +18.0% | -18.2% | +36.2% | +21.5% |
| 6M | +133.8% | +5.3% | +128.5% | +128.8% |
| YTD | +111.5% | -23.6% | +135.0% | +121.7% |
| 1Y | +118.3% | -12.7% | +131.0% | +122.2% |
| 3Y | +168.0% | -24.2% | +192.2% | +154.8% |
| All | +168.0% | -24.0% | +192.1% | +154.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling