+21.8%
GDXJ vs OKTA
+114.8%
-93.0%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +0.7% | +8.9% | +9.6% |
| 7D | -0.2% | -14.2% | +14.0% | +0.8% |
| 30D | -7.6% | -12.5% | +4.9% | -6.8% |
| 3M | +2.3% | +29.2% | -27.0% | +0.5% |
| 6M | -7.8% | +147.3% | -155.2% | -13.4% |
| YTD | -8.4% | +120.9% | -129.3% | -9.6% |
| 1Y | +21.8% | +119.7% | -97.9% | +21.0% |
| All | +21.8% | +114.8% | -93.0% | +21.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling