+627.8%
OKTA vs COPX
+367.9%
+260.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -7.0% | +6.0% | +1.3% |
| 7D | +0.4% | -2.9% | +3.3% | +1.2% |
| 30D | +13.8% | 0.0% | +13.8% | +13.5% |
| 3M | +48.9% | +14.8% | +34.1% | +41.3% |
| 6M | +114.9% | +7.0% | +107.9% | +105.7% |
| YTD | +97.9% | +23.8% | +74.0% | +76.6% |
| 1Y | +89.7% | +75.7% | +14.0% | +48.2% |
| 3Y | +95.8% | +156.4% | -60.6% | +29.6% |
| 5Y | -32.6% | +167.6% | -200.2% | -56.6% |
| All | +627.8% | +367.9% | +260.0% | +237.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling