+154.4%
GE vs OKTA
+605.7%
-451.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.5% |
| 7D | +1.2% | +0.7% | +0.5% | +1.1% |
| 30D | -9.5% | +13.0% | -22.5% | -10.9% |
| 3M | +4.1% | +43.4% | -39.3% | +0.1% |
| 6M | +3.9% | +107.6% | -103.7% | -4.5% |
| YTD | +9.0% | +93.8% | -84.8% | +0.5% |
| 1Y | +21.9% | +80.8% | -58.9% | +13.1% |
| 3Y | +281.8% | +91.8% | +190.0% | +247.0% |
| 5Y | +436.7% | -36.4% | +473.1% | +412.4% |
| All | +154.4% | +605.7% | -451.3% | +104.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling