+608.2%
OKTA vs COPX
+367.4%
+240.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.7% |
| 7D | -2.4% | -2.3% | -0.1% | -1.8% |
| 30D | +13.0% | +0.3% | +12.8% | +12.6% |
| 3M | +41.7% | +6.8% | +34.9% | +37.7% |
| 6M | +105.9% | +7.9% | +98.0% | +96.6% |
| YTD | +92.6% | +23.7% | +68.8% | +71.9% |
| 1Y | +81.1% | +71.5% | +9.5% | +42.7% |
| 3Y | +84.8% | +149.1% | -64.3% | +23.6% |
| 5Y | -34.4% | +167.3% | -201.8% | -57.8% |
| All | +608.2% | +367.4% | +240.8% | +228.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling