+53.5%
ALAB vs OKTA
+117.7%
-64.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.7% |
| 7D | +16.3% | +8.4% | +7.9% | +14.2% |
| 30D | -26.1% | -13.7% | -12.4% | -23.3% |
| 3M | -31.3% | +18.0% | -49.3% | -31.9% |
| 6M | -1.0% | +133.8% | -134.9% | -11.7% |
| YTD | +33.3% | +111.5% | -78.1% | +26.3% |
| 1Y | +53.5% | +118.3% | -64.8% | +43.8% |
| All | +53.5% | +117.7% | -64.1% | +43.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling