-68.0%
AAL vs OKTA
+627.3%
-695.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.1% | -2.8% | -0.3% |
| 7D | -1.3% | +5.9% | -7.2% | -2.2% |
| 30D | -13.7% | +14.6% | -28.3% | -16.2% |
| 3M | -8.2% | +44.0% | -52.2% | -14.5% |
| 6M | +13.1% | +116.7% | -103.6% | -3.3% |
| YTD | -15.6% | +99.8% | -115.4% | -27.2% |
| 1Y | +1.4% | +84.1% | -82.6% | -11.3% |
| 3Y | -7.4% | +97.7% | -105.1% | -22.0% |
| 5Y | -35.9% | -35.2% | -0.8% | -41.2% |
| All | -68.0% | +627.3% | -695.4% | -80.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling