-35.2%
OKTA vs CP
+30.0%
-65.2%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.2% | +4.2% | +3.6% |
| 7D | +5.9% | +0.6% | +5.3% | +5.6% |
| 30D | +14.6% | -0.5% | +15.1% | +14.7% |
| 3M | +44.0% | +0.1% | +43.9% | +43.4% |
| 6M | +116.7% | +7.8% | +108.9% | +105.9% |
| YTD | +99.8% | +22.9% | +76.9% | +75.0% |
| 1Y | +84.1% | +21.3% | +62.7% | +62.0% |
| 3Y | +97.7% | +20.4% | +77.3% | +69.6% |
| 5Y | -35.2% | +34.9% | -70.1% | -48.6% |
| All | -35.2% | +30.0% | -65.2% | -48.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling