+185.8%
GS vs OKTA
+141.0%
+44.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.1% | -0.2% |
| 7D | -3.2% | -19.0% | +15.8% | -0.6% |
| 30D | -2.4% | -22.6% | +20.2% | +0.7% |
| 3M | -15.7% | +17.5% | -33.3% | -18.5% |
| 6M | -6.8% | +117.8% | -124.6% | -18.7% |
| YTD | -0.1% | +95.1% | -95.1% | -11.8% |
| 1Y | +12.1% | +96.4% | -84.4% | -1.3% |
| 3Y | +185.8% | +149.0% | +36.8% | +141.2% |
| All | +185.8% | +141.0% | +44.8% | +141.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling