+257.6%
ALAB vs OKTA
+72.8%
+184.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.7% |
| 7D | +16.3% | +8.4% | +7.9% | +13.2% |
| 30D | -26.1% | -13.7% | -12.4% | -21.5% |
| 3M | -31.3% | +18.0% | -49.3% | -34.9% |
| 6M | -1.0% | +133.8% | -134.9% | -30.7% |
| YTD | +33.3% | +111.5% | -78.1% | -4.1% |
| 1Y | +53.5% | +118.3% | -64.8% | +8.5% |
| All | +257.6% | +72.8% | +184.8% | +184.5% |
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