+612.9%
OKTA vs GAP
+28.3%
+584.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.5% | -1.7% |
| 7D | +0.7% | +1.7% | -1.0% | +0.5% |
| 30D | +13.0% | +9.3% | +3.7% | +11.5% |
| 3M | +43.4% | +6.1% | +37.3% | +41.9% |
| 6M | +107.6% | -2.3% | +109.9% | +105.2% |
| YTD | +93.8% | -10.6% | +104.4% | +93.4% |
| 1Y | +80.8% | -4.4% | +85.3% | +78.2% |
| 3Y | +91.8% | +118.3% | -26.5% | +61.3% |
| 5Y | -36.4% | +12.2% | -48.6% | -45.7% |
| All | +612.9% | +28.3% | +584.6% | +507.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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