+224.1%
GDX vs OKTA
-34.5%
+258.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.7% | +3.8% | +1.4% |
| 7D | -2.2% | -2.4% | +0.2% | -2.0% |
| 30D | +6.8% | +13.0% | -6.3% | +5.1% |
| 3M | +24.9% | +41.7% | -16.8% | +20.0% |
| 6M | -4.2% | +105.9% | -110.1% | -12.2% |
| YTD | +13.2% | +92.6% | -79.3% | +4.4% |
| 1Y | +40.2% | +81.1% | -40.9% | +30.0% |
| 3Y | +249.6% | +84.8% | +164.8% | +216.7% |
| All | +224.1% | -34.5% | +258.6% | +191.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OKTA.
Daily Out/Under-Performance
Portfolio return minus OKTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKTA 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 5y: compounded portfolio wealth divided by compounded OKTA 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…
5y analysis · Full analysis span regression · 6 months rolling