+119.6%
GLW vs OKTA
+82.1%
+37.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.2% | -3.2% |
| 7D | +11.7% | +0.4% | +11.3% | +11.7% |
| 30D | +2.7% | +13.8% | -11.2% | +3.0% |
| 3M | -2.8% | +48.9% | -51.7% | -1.0% |
| 6M | +20.2% | +114.9% | -94.8% | +28.5% |
| YTD | +87.3% | +97.9% | -10.6% | +105.8% |
| 1Y | +119.6% | +89.7% | +29.9% | +147.3% |
| All | +119.6% | +82.1% | +37.5% | +147.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling