+391.7%
GLW vs OKTA
-34.9%
+426.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.1% | -1.6% | +1.2% |
| 7D | +16.9% | +5.9% | +11.0% | +16.1% |
| 30D | +7.0% | +14.6% | -7.6% | +4.9% |
| 3M | -3.0% | +44.0% | -47.0% | -7.3% |
| 6M | +31.0% | +116.7% | -85.7% | +17.8% |
| YTD | +93.4% | +99.8% | -6.4% | +75.2% |
| 1Y | +134.7% | +84.1% | +50.7% | +115.0% |
| 3Y | +471.8% | +97.7% | +374.1% | +407.2% |
| All | +391.7% | -34.9% | +426.6% | +369.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling