+625.6%
OKTA vs GEN
+108.2%
+517.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +1.1% |
| 7D | +2.6% | -1.2% | +3.8% | +3.2% |
| 30D | +16.0% | +10.1% | +5.9% | +11.4% |
| 3M | +38.2% | +16.1% | +22.1% | +29.3% |
| 6M | +137.8% | +38.9% | +99.0% | +107.6% |
| YTD | +97.3% | +14.4% | +82.9% | +86.3% |
| 1Y | +90.1% | +5.9% | +84.2% | +85.0% |
| 3Y | +98.0% | +58.8% | +39.2% | +61.7% |
| 5Y | -36.9% | +24.7% | -61.6% | -44.6% |
| All | +625.6% | +108.2% | +517.5% | +373.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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