+625.6%
OKTA vs COO
+41.4%
+584.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.9% |
| 7D | +2.6% | -2.2% | +4.8% | +3.8% |
| 30D | +16.0% | -7.0% | +23.0% | +20.1% |
| 3M | +38.2% | +12.2% | +26.0% | +28.0% |
| 6M | +137.8% | -15.1% | +152.9% | +154.9% |
| YTD | +97.3% | -15.1% | +112.4% | +111.8% |
| 1Y | +90.1% | +2.3% | +87.8% | +82.2% |
| 3Y | +98.0% | -23.7% | +121.7% | +108.9% |
| 5Y | -36.9% | -38.9% | +2.0% | -24.2% |
| All | +625.6% | +41.4% | +584.3% | +529.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling