+3.1%
SGOV vs OKTA
+96.1%
-93.0%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -10.4% | +10.4% | 0.0% |
| 7D | -0.3% | -22.9% | +22.6% | -0.3% |
| 30D | 0.0% | -21.7% | +21.7% | 0.0% |
| 3M | +0.3% | +16.4% | -16.1% | +0.3% |
| 6M | +1.2% | +120.1% | -118.9% | +1.3% |
| YTD | +2.5% | +97.9% | -95.5% | +2.5% |
| 1Y | +3.1% | +96.4% | -93.4% | +3.1% |
| All | +3.1% | +96.1% | -93.0% | +3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OKTA.
Daily Out/Under-Performance
Portfolio return minus OKTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKTA 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 OKTA 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