+632.4%
GEV vs OKTA
+57.9%
+574.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.7% | +6.3% | +4.0% |
| 7D | +1.6% | -2.4% | +4.0% | +1.9% |
| 30D | -7.9% | +13.0% | -21.0% | -9.9% |
| 3M | +5.6% | +41.7% | -36.1% | -0.1% |
| 6M | +13.1% | +105.9% | -92.9% | -1.4% |
| YTD | +46.7% | +92.6% | -45.8% | +29.1% |
| 1Y | +51.3% | +81.1% | -29.8% | +35.7% |
| All | +632.4% | +57.9% | +574.5% | +575.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling