+118.3%
OKTA vs CP
+31.6%
+86.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.1% |
| 7D | +8.4% | +2.1% | +6.3% | +8.9% |
| 30D | -13.7% | +9.3% | -23.0% | -11.7% |
| 3M | +18.0% | +0.5% | +17.6% | +18.5% |
| 6M | +133.8% | +10.4% | +123.4% | +139.3% |
| YTD | +111.5% | +28.7% | +82.8% | +120.1% |
| 1Y | +118.3% | +33.2% | +85.1% | +119.2% |
| All | +118.3% | +31.6% | +86.8% | +119.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling