+231.8%
GLD vs OKTA
+620.5%
-388.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.7% |
| 7D | -3.4% | +0.4% | -3.8% | -3.4% |
| 30D | -1.1% | +13.8% | -15.0% | -1.5% |
| 3M | +5.8% | +48.9% | -43.1% | +4.8% |
| 6M | -17.1% | +114.9% | -132.0% | -18.6% |
| YTD | 0.0% | +97.9% | -97.9% | -1.7% |
| 1Y | +18.2% | +89.7% | -71.5% | +16.3% |
| 3Y | +122.6% | +95.8% | +26.8% | +117.5% |
| 5Y | +137.1% | -32.6% | +169.7% | +134.1% |
| All | +231.8% | +620.5% | -388.7% | +222.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling