+119.7%
OKTA vs GDDY
-11.8%
+131.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.3% | -3.6% | -0.5% |
| 7D | -14.2% | +11.1% | -25.3% | -17.2% |
| 30D | -12.5% | +18.6% | -31.1% | -17.9% |
| 3M | +29.2% | +32.8% | -3.6% | +15.7% |
| 6M | +147.3% | +34.0% | +113.3% | +114.2% |
| YTD | +120.9% | -4.6% | +125.6% | +132.0% |
| 1Y | +119.7% | -12.5% | +132.1% | +145.3% |
| All | +119.7% | -11.8% | +131.5% | +145.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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