+168.0%
OKTA vs CRL
+97.9%
+70.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.4% |
| 7D | +8.4% | +0.1% | +8.3% | +8.4% |
| 30D | -13.7% | +11.9% | -25.6% | -15.8% |
| 3M | +18.0% | +20.2% | -2.1% | +13.0% |
| 6M | +133.8% | +107.5% | +26.3% | +94.9% |
| YTD | +111.5% | +69.4% | +42.1% | +84.0% |
| 1Y | +118.3% | +99.7% | +18.6% | +82.5% |
| 3Y | +168.0% | +98.8% | +69.2% | +84.3% |
| All | +168.0% | +97.9% | +70.1% | +84.3% |
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 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