+676.4%
OKTA vs CP
+242.4%
+434.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.3% |
| 7D | +6.6% | +0.9% | +5.8% | +6.2% |
| 30D | -19.4% | +10.3% | -29.8% | -23.3% |
| 3M | +23.9% | +2.3% | +21.6% | +22.1% |
| 6M | +130.9% | +10.7% | +120.2% | +117.7% |
| YTD | +111.1% | +29.3% | +81.8% | +81.2% |
| 1Y | +115.5% | +31.5% | +84.1% | +83.4% |
| 3Y | +169.4% | +36.7% | +132.6% | +120.3% |
| 5Y | -30.2% | +26.8% | -57.0% | -41.0% |
| All | +676.4% | +242.4% | +434.0% | +264.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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