-62.0%
ALNY vs OKTA
+114.8%
-176.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.7% |
| 7D | -30.7% | -14.2% | -16.5% | -30.8% |
| 30D | -26.7% | -12.5% | -14.3% | -26.8% |
| 3M | -26.4% | +29.2% | -55.7% | -25.6% |
| 6M | -45.9% | +147.3% | -193.3% | -44.6% |
| YTD | -59.5% | +120.9% | -180.4% | -58.3% |
| 1Y | -62.0% | +119.7% | -181.6% | -60.5% |
| All | -62.0% | +114.8% | -176.7% | -60.5% |
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 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