+90.1%
OKTA vs COPX
+84.7%
+5.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.8% | +0.2% |
| 7D | +2.6% | -4.0% | +6.6% | +3.0% |
| 30D | +16.0% | +4.5% | +11.5% | +15.7% |
| 3M | +38.2% | +0.8% | +37.3% | +37.3% |
| 6M | +137.8% | +3.2% | +134.6% | +135.1% |
| YTD | +97.3% | +26.7% | +70.6% | +83.5% |
| 1Y | +90.1% | +85.7% | +4.4% | +69.0% |
| All | +90.1% | +84.7% | +5.4% | +69.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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