+75.8%
GM vs OKTA
-34.5%
+110.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.1% | -0.2% |
| 7D | -2.4% | -2.4% | 0.0% | -2.1% |
| 30D | -1.1% | +13.0% | -14.1% | -3.4% |
| 3M | +6.1% | +41.7% | -35.6% | -0.3% |
| 6M | +15.0% | +105.9% | -91.0% | +0.1% |
| YTD | +6.0% | +92.6% | -86.6% | -7.1% |
| 1Y | +47.1% | +81.1% | -34.0% | +30.1% |
| 3Y | +170.5% | +84.8% | +85.7% | +129.7% |
| All | +75.8% | -34.5% | +110.2% | +62.6% |
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