+627.7%
GEV vs OKTA
+63.8%
+563.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.1% | -5.2% | -2.5% |
| 7D | +3.2% | +5.9% | -2.7% | +2.4% |
| 30D | -4.0% | +14.6% | -18.6% | -6.2% |
| 3M | +3.4% | +44.0% | -40.6% | -2.3% |
| 6M | +14.7% | +116.7% | -102.0% | -0.8% |
| YTD | +45.8% | +99.8% | -54.0% | +27.6% |
| 1Y | +57.4% | +84.1% | -26.7% | +41.2% |
| All | +627.7% | +63.8% | +563.8% | +568.2% |
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