+627.8%
OKTA vs CP
+220.8%
+407.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.4% | -0.3% |
| 7D | +0.4% | -2.7% | +3.1% | +1.7% |
| 30D | +13.8% | -3.4% | +17.2% | +15.5% |
| 3M | +48.9% | -0.6% | +49.5% | +48.8% |
| 6M | +114.9% | +6.3% | +108.6% | +105.9% |
| YTD | +97.9% | +21.2% | +76.7% | +75.7% |
| 1Y | +89.7% | +20.0% | +69.7% | +68.9% |
| 3Y | +95.8% | +18.7% | +77.1% | +72.3% |
| 5Y | -32.6% | +34.8% | -67.4% | -44.6% |
| All | +627.8% | +220.8% | +407.0% | +253.3% |
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