+67.2%
ADM vs OKTA
-35.6%
+102.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.4% | +0.4% |
| 7D | +3.0% | +0.4% | +2.6% | +3.0% |
| 30D | +8.7% | +13.8% | -5.1% | +8.5% |
| 3M | +7.6% | +48.9% | -41.3% | +7.0% |
| 6M | +26.9% | +114.9% | -88.1% | +25.4% |
| YTD | +54.3% | +97.9% | -43.6% | +52.6% |
| 1Y | +45.7% | +89.7% | -44.0% | +44.1% |
| 3Y | +21.9% | +95.8% | -73.9% | +20.4% |
| 5Y | +67.2% | -32.6% | +99.8% | +64.1% |
| All | +67.2% | -35.6% | +102.7% | +64.1% |
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 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