+220.4%
GDXJ vs OKTA
-34.5%
+254.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.7% | +3.7% | +1.4% |
| 7D | -2.8% | -2.4% | -0.4% | -2.5% |
| 30D | +5.0% | +13.0% | -8.1% | +2.7% |
| 3M | +24.1% | +41.7% | -17.6% | +17.5% |
| 6M | -7.4% | +105.9% | -113.3% | -17.6% |
| YTD | +10.2% | +92.6% | -82.3% | -1.2% |
| 1Y | +42.5% | +81.1% | -38.5% | +28.7% |
| 3Y | +285.7% | +84.8% | +200.9% | +237.9% |
| All | +220.4% | -34.5% | +254.9% | +189.9% |
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