-35.2%
AAL vs OKTA
-30.1%
-5.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.2% | -1.1% |
| 7D | -0.1% | +8.4% | -8.5% | -1.7% |
| 30D | +11.7% | -13.7% | +25.4% | +14.4% |
| 3M | -12.5% | +18.0% | -30.6% | -17.1% |
| 6M | +3.6% | +133.8% | -130.2% | -17.6% |
| YTD | -14.1% | +111.5% | -125.6% | -31.0% |
| 1Y | +0.8% | +118.3% | -117.6% | -19.7% |
| 3Y | +11.8% | +168.0% | -156.2% | -18.7% |
| All | -35.2% | -30.1% | -5.1% | -33.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling