+25.4%
ADM vs OKTA
-30.1%
+55.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.2% | +2.5% | +2.7% |
| 7D | +4.2% | +8.4% | -4.2% | +4.1% |
| 30D | -12.8% | -13.7% | +0.9% | -12.7% |
| 3M | -8.5% | +18.0% | -26.5% | -8.7% |
| 6M | -10.9% | +133.8% | -144.8% | -12.1% |
| YTD | +29.4% | +111.5% | -82.1% | +27.7% |
| 1Y | +27.5% | +118.3% | -90.8% | +25.8% |
| 3Y | +10.3% | +168.0% | -157.7% | +8.1% |
| All | +25.4% | -30.1% | +55.5% | +25.4% |
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 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