+240.5%
GLD vs OKTA
+618.3%
-377.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -0.5% | +2.6% | -3.1% | -0.6% |
| 30D | +4.4% | +16.0% | -11.6% | +4.0% |
| 3M | -1.1% | +38.2% | -39.3% | -1.9% |
| 6M | -13.8% | +137.8% | -151.6% | -15.6% |
| YTD | +2.6% | +97.3% | -94.7% | +0.9% |
| 1Y | +24.5% | +90.1% | -65.6% | +22.4% |
| 3Y | +125.8% | +98.0% | +27.8% | +120.7% |
| 5Y | +137.8% | -36.9% | +174.7% | +135.2% |
| All | +240.5% | +618.3% | -377.8% | +230.5% |
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