+358.7%
ALAB vs OKTA
+61.7%
+297.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.9% | -4.4% | -5.0% |
| 7D | +0.6% | +0.4% | +0.2% | +0.5% |
| 30D | -8.8% | +13.8% | -22.6% | -13.3% |
| 3M | -14.0% | +48.9% | -62.9% | -25.7% |
| 6M | +144.3% | +114.9% | +29.3% | +71.9% |
| YTD | +71.0% | +97.9% | -26.9% | +24.7% |
| 1Y | +23.5% | +89.7% | -66.2% | -7.0% |
| All | +358.7% | +61.7% | +297.0% | +270.1% |
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