-35.2%
OKTA vs COO
-44.2%
+9.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -6.2% | +9.3% | +5.8% |
| 7D | +5.9% | -9.0% | +14.8% | +10.2% |
| 30D | +14.6% | -16.8% | +31.4% | +23.9% |
| 3M | +44.0% | -7.5% | +51.5% | +47.3% |
| 6M | +116.7% | -16.3% | +133.0% | +131.9% |
| YTD | +99.8% | -22.5% | +122.3% | +122.4% |
| 1Y | +84.1% | -7.0% | +91.0% | +84.6% |
| 3Y | +97.7% | -27.5% | +125.1% | +107.2% |
| 5Y | -35.2% | -43.3% | +8.1% | -18.3% |
| All | -35.2% | -44.2% | +9.0% | -18.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling