+155.7%
ADM vs OKTA
+601.1%
-445.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.5% | -0.1% |
| 7D | +2.5% | -2.4% | +4.9% | +2.6% |
| 30D | +9.5% | +13.0% | -3.6% | +8.8% |
| 3M | +10.6% | +41.7% | -31.1% | +9.0% |
| 6M | +24.0% | +105.9% | -81.9% | +20.2% |
| YTD | +54.0% | +92.6% | -38.6% | +49.5% |
| 1Y | +45.3% | +81.1% | -35.7% | +41.3% |
| 3Y | +21.8% | +84.8% | -63.1% | +17.3% |
| 5Y | +66.8% | -34.4% | +101.2% | +66.8% |
| All | +155.7% | +601.1% | -445.4% | +117.1% |
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 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