+658.7%
OKTA vs CP
+239.5%
+419.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.6% |
| 7D | -6.0% | +2.8% | -8.8% | -7.1% |
| 30D | -23.2% | +11.0% | -34.2% | -27.1% |
| 3M | +18.3% | +3.8% | +14.4% | +15.7% |
| 6M | +112.6% | +9.5% | +103.1% | +101.5% |
| YTD | +106.3% | +28.2% | +78.1% | +77.8% |
| 1Y | +108.0% | +33.0% | +75.1% | +75.9% |
| 3Y | +163.2% | +35.5% | +127.6% | +116.1% |
| 5Y | -30.9% | +25.8% | -56.7% | -41.3% |
| All | +658.7% | +239.5% | +419.2% | +257.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling