+608.2%
OKTA vs IAU
+236.0%
+372.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.2% | -2.8% |
| 7D | -2.4% | -2.0% | -0.4% | -1.9% |
| 30D | +13.0% | -1.5% | +14.6% | +13.4% |
| 3M | +41.7% | +3.3% | +38.4% | +40.5% |
| 6M | +105.9% | -16.2% | +122.2% | +114.1% |
| YTD | +92.6% | +0.7% | +91.9% | +88.5% |
| 1Y | +81.1% | +19.2% | +61.8% | +66.9% |
| 3Y | +84.8% | +124.4% | -39.6% | +33.6% |
| 5Y | -34.4% | +140.0% | -174.5% | -54.5% |
| All | +608.2% | +236.0% | +372.2% | +396.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 10y: compounded portfolio wealth divided by compounded IAU 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…
10y analysis · Full analysis span regression · 6 months rolling