+201.6%
GM vs OKTA
+620.5%
-418.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.9% | +3.8% | +2.9% |
| 7D | -1.1% | +0.4% | -1.5% | -1.1% |
| 30D | -3.4% | +13.8% | -17.2% | -5.5% |
| 3M | +8.7% | +48.9% | -40.2% | +2.2% |
| 6M | +15.4% | +114.9% | -99.5% | +1.8% |
| YTD | +6.6% | +97.9% | -91.3% | -5.2% |
| 1Y | +51.5% | +89.7% | -38.2% | +35.3% |
| 3Y | +169.3% | +95.8% | +73.5% | +132.8% |
| 5Y | +81.6% | -32.6% | +114.2% | +68.8% |
| All | +201.6% | +620.5% | -418.8% | +108.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling