+22.1%
ALNY vs OKTA
+90.2%
-68.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.2% | +0.6% |
| 7D | -6.5% | -2.4% | -4.1% | -6.4% |
| 30D | +11.0% | +13.0% | -2.0% | +10.0% |
| 3M | -14.1% | +41.7% | -55.8% | -16.5% |
| 6M | -22.4% | +105.9% | -128.3% | -27.8% |
| YTD | -37.5% | +92.6% | -130.0% | -41.5% |
| 1Y | -46.9% | +81.1% | -128.0% | -50.1% |
| 3Y | +22.1% | +84.8% | -62.8% | +7.0% |
| All | +22.1% | +90.2% | -68.2% | +7.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling