+384.5%
ALAB vs OKTA
+63.2%
+321.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.1% | +1.0% | +3.0% |
| 7D | +9.6% | +5.9% | +3.8% | +7.6% |
| 30D | -5.3% | +14.6% | -19.8% | -10.2% |
| 3M | -12.0% | +44.0% | -56.0% | -23.1% |
| 6M | +145.7% | +116.7% | +29.0% | +72.5% |
| YTD | +80.7% | +99.8% | -19.1% | +31.3% |
| 1Y | +40.1% | +84.1% | -43.9% | +7.1% |
| All | +384.5% | +63.2% | +321.3% | +289.7% |
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