+608.2%
OKTA vs CRL
+218.5%
+389.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.9% | -4.6% | -3.6% |
| 7D | -2.4% | -3.5% | +1.1% | -0.8% |
| 30D | +13.0% | -2.1% | +15.2% | +13.9% |
| 3M | +41.7% | +48.0% | -6.3% | +16.0% |
| 6M | +105.9% | +64.7% | +41.2% | +57.0% |
| YTD | +92.6% | +39.5% | +53.1% | +58.2% |
| 1Y | +81.1% | +74.2% | +6.9% | +31.5% |
| 3Y | +84.8% | +39.4% | +45.5% | +35.7% |
| 5Y | -34.4% | -36.9% | +2.5% | -23.0% |
| All | +608.2% | +218.5% | +389.7% | +169.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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