+40.1%
GILD vs OKTA
+96.1%
-56.0%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -10.4% | +6.5% | -3.9% |
| 7D | +1.2% | -22.9% | +24.0% | +1.1% |
| 30D | +16.2% | -21.7% | +37.9% | +16.2% |
| 3M | +27.9% | +16.4% | +11.5% | +27.7% |
| 6M | +27.1% | +120.1% | -93.1% | +28.3% |
| YTD | +39.0% | +97.9% | -59.0% | +43.3% |
| 1Y | +40.1% | +96.4% | -56.4% | +43.8% |
| All | +40.1% | +96.1% | -56.0% | +43.8% |
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