+12.0%
GEHC vs OKTA
+141.4%
-129.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.8% | -1.3% | -2.9% |
| 7D | -5.2% | +0.7% | -5.9% | -5.2% |
| 30D | -7.0% | +13.0% | -20.0% | -8.1% |
| 3M | +3.3% | +43.4% | -40.1% | -0.7% |
| 6M | -10.0% | +107.6% | -117.6% | -17.7% |
| YTD | -18.5% | +93.8% | -112.3% | -24.9% |
| 1Y | -14.4% | +80.8% | -95.2% | -20.6% |
| 3Y | +3.4% | +91.8% | -88.4% | -5.9% |
| All | +12.0% | +141.4% | -129.5% | +3.9% |
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 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