+412.6%
ALNY vs OKTA
+601.1%
-188.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.2% | +1.0% |
| 7D | -6.5% | -2.4% | -4.1% | -6.1% |
| 30D | +11.0% | +13.0% | -2.0% | +7.2% |
| 3M | -14.1% | +41.7% | -55.8% | -21.4% |
| 6M | -22.4% | +105.9% | -128.3% | -36.1% |
| YTD | -37.5% | +92.6% | -130.0% | -48.2% |
| 1Y | -46.9% | +81.1% | -128.0% | -55.5% |
| 3Y | +22.1% | +84.8% | -62.8% | -3.1% |
| 5Y | +31.2% | -34.4% | +65.6% | +25.4% |
| All | +412.6% | +601.1% | -188.4% | +188.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling