+52.6%
GM vs OKTA
+90.9%
-38.3%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +1.9% | +2.6% | -0.7% | +1.9% |
| 30D | -1.4% | +16.0% | -17.4% | -1.5% |
| 3M | +5.9% | +38.2% | -32.3% | +5.2% |
| 6M | +12.4% | +137.8% | -125.4% | +8.4% |
| YTD | +8.6% | +97.3% | -88.7% | +7.7% |
| 1Y | +52.6% | +90.1% | -37.5% | +51.7% |
| All | +52.6% | +90.9% | -38.3% | +51.7% |
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 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