+442.2%
GLW vs OKTA
+670.0%
-227.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.2% | -4.5% | -4.3% |
| 7D | +7.7% | +8.4% | -0.7% | +6.7% |
| 30D | -18.8% | -13.7% | -5.1% | -17.3% |
| 3M | -27.7% | +18.0% | -45.8% | -29.9% |
| 6M | -44.4% | +133.8% | -178.3% | -51.5% |
| YTD | +31.3% | +111.5% | -80.2% | +15.0% |
| 1Y | +40.0% | +118.3% | -78.3% | +22.1% |
| 3Y | +339.2% | +168.0% | +171.2% | +262.1% |
| 5Y | +229.2% | -30.1% | +259.2% | +215.8% |
| All | +442.2% | +670.0% | -227.7% | +231.7% |
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