+91.8%
OKTA vs CP
+20.4%
+71.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.2% | -1.6% |
| 7D | +0.7% | +2.4% | -1.7% | 0.0% |
| 30D | +13.0% | -0.5% | +13.5% | +13.1% |
| 3M | +43.4% | +1.4% | +42.0% | +42.5% |
| 6M | +107.6% | +10.3% | +97.3% | +98.9% |
| YTD | +93.8% | +24.3% | +69.5% | +75.4% |
| 1Y | +80.8% | +20.4% | +60.4% | +65.9% |
| 3Y | +91.8% | +21.8% | +70.0% | +64.6% |
| All | +91.8% | +20.4% | +71.4% | +64.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling