+612.9%
OKTA vs IAU
+237.0%
+375.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | 0.0% | -1.3% |
| 7D | +0.7% | +0.7% | 0.0% | +0.5% |
| 30D | +13.0% | +0.3% | +12.7% | +12.9% |
| 3M | +43.4% | +0.7% | +42.7% | +43.0% |
| 6M | +107.6% | -15.5% | +123.1% | +115.4% |
| YTD | +93.8% | +1.0% | +92.9% | +89.6% |
| 1Y | +80.8% | +19.6% | +61.3% | +66.6% |
| 3Y | +91.8% | +125.4% | -33.6% | +38.5% |
| 5Y | -36.4% | +140.7% | -177.1% | -55.9% |
| All | +612.9% | +237.0% | +375.9% | +399.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling