+105.9%
GILD vs OKTA
+90.2%
+15.7%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | -0.7% |
| 7D | -4.8% | -2.4% | -2.4% | -4.8% |
| 30D | +5.8% | +13.0% | -7.3% | +5.5% |
| 3M | +14.9% | +41.7% | -26.8% | +14.3% |
| 6M | -0.4% | +105.9% | -106.3% | -1.8% |
| YTD | +18.5% | +92.6% | -74.0% | +17.1% |
| 1Y | +25.1% | +81.1% | -55.9% | +23.8% |
| 3Y | +105.9% | +84.8% | +21.1% | +104.0% |
| All | +105.9% | +90.2% | +15.7% | +104.0% |
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