+15.7%
GEHC vs OKTA
+114.8%
-99.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.7% | +5.7% | +6.4% |
| 7D | +13.2% | -14.2% | +27.4% | +13.2% |
| 30D | +30.6% | -12.5% | +43.1% | +30.6% |
| 3M | +22.2% | +29.2% | -7.0% | +21.8% |
| 6M | +40.8% | +147.3% | -106.5% | +36.1% |
| YTD | +4.8% | +120.9% | -116.1% | +3.9% |
| 1Y | +15.7% | +119.7% | -104.0% | +14.6% |
| All | +15.7% | +114.8% | -99.0% | +14.6% |
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