+38.4%
GS vs OKTA
+81.6%
-43.2%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | 0.0% |
| 7D | +3.4% | +0.7% | +2.7% | +3.3% |
| 30D | +0.2% | +13.0% | -12.8% | -1.3% |
| 3M | -0.3% | +43.4% | -43.8% | -4.3% |
| 6M | +27.4% | +107.6% | -80.3% | +17.7% |
| YTD | +19.6% | +93.8% | -74.2% | +11.8% |
| All | +38.4% | +81.6% | -43.2% | +30.6% |
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 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