-32.2%
AAL vs OKTA
-35.6%
+3.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.5% |
| 7D | -0.9% | +0.4% | -1.3% | -1.0% |
| 30D | -16.0% | +13.8% | -29.8% | -18.9% |
| 3M | -4.2% | +48.9% | -53.1% | -13.3% |
| 6M | +15.7% | +114.9% | -99.3% | -5.8% |
| YTD | -16.2% | +97.9% | -114.1% | -30.8% |
| 1Y | +0.2% | +89.7% | -89.4% | -16.5% |
| 3Y | -8.1% | +95.8% | -103.9% | -27.0% |
| 5Y | -32.2% | -32.6% | +0.4% | -35.2% |
| All | -32.2% | -35.6% | +3.4% | -35.2% |
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