+209.2%
GLD vs OKTA
+651.0%
-441.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.1% | -2.7% |
| 7D | +2.8% | -6.0% | +8.8% | +2.9% |
| 30D | -4.0% | -23.2% | +19.2% | -3.5% |
| 3M | -8.2% | +18.3% | -26.5% | -8.7% |
| 6M | -14.8% | +112.6% | -127.4% | -16.5% |
| YTD | -6.8% | +106.3% | -113.1% | -8.6% |
| 1Y | -2.4% | +108.0% | -110.4% | -4.3% |
| 3Y | +105.8% | +163.2% | -57.4% | +99.7% |
| 5Y | +113.3% | -30.9% | +144.2% | +110.4% |
| All | +209.2% | +651.0% | -441.8% | +199.5% |
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