+627.8%
OKTA vs CRL
+212.5%
+415.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | 0.0% |
| 7D | +0.4% | -6.9% | +7.3% | +3.8% |
| 30D | +13.8% | -3.2% | +17.0% | +15.3% |
| 3M | +48.9% | +46.5% | +2.3% | +22.4% |
| 6M | +114.9% | +63.1% | +51.8% | +64.7% |
| YTD | +97.9% | +36.9% | +61.0% | +64.1% |
| 1Y | +89.7% | +78.1% | +11.6% | +36.1% |
| 3Y | +95.8% | +36.7% | +59.1% | +45.2% |
| 5Y | -32.6% | -38.1% | +5.5% | -20.2% |
| All | +627.8% | +212.5% | +415.4% | +179.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling