-67.9%
AAL vs OKTA
+601.1%
-668.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.7% | +3.9% | +1.7% |
| 7D | -0.9% | -2.4% | +1.5% | -0.5% |
| 30D | -12.9% | +13.0% | -25.9% | -15.2% |
| 3M | -11.2% | +41.7% | -52.9% | -17.1% |
| 6M | +17.8% | +105.9% | -88.1% | +1.6% |
| YTD | -15.1% | +92.6% | -107.7% | -26.4% |
| 1Y | +0.5% | +81.1% | -80.6% | -11.9% |
| 3Y | -7.7% | +84.8% | -92.5% | -21.3% |
| 5Y | -31.3% | -34.4% | +3.1% | -36.9% |
| All | -67.9% | +601.1% | -668.9% | -80.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling