+31.7%
OKTA vs GLXY
+15.1%
+16.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.7% | -4.5% | -2.0% |
| 7D | +0.7% | +15.5% | -14.8% | -0.7% |
| 30D | +13.0% | +34.1% | -21.1% | +9.9% |
| 3M | +43.4% | -11.3% | +54.8% | +44.1% |
| 6M | +107.6% | +31.6% | +76.0% | +98.1% |
| YTD | +93.8% | +21.0% | +72.8% | +83.1% |
| 1Y | +80.8% | +11.7% | +69.1% | +72.3% |
| All | +31.7% | +15.1% | +16.5% | +21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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