+91.8%
OKTA vs CRL
+38.7%
+53.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.9% | +3.9% | +3.3% |
| 7D | +5.9% | -4.6% | +10.5% | +7.1% |
| 30D | +14.6% | +0.5% | +14.1% | +14.3% |
| 3M | +44.0% | +46.6% | -2.6% | +29.7% |
| 6M | +116.7% | +57.3% | +59.4% | +90.0% |
| YTD | +99.8% | +39.5% | +60.2% | +80.5% |
| 1Y | +84.1% | +76.9% | +7.2% | +55.8% |
| All | +91.8% | +38.7% | +53.1% | +61.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling