-35.3%
BABA vs OKTA
+114.8%
-150.1%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.7% | +4.2% | +4.9% |
| 7D | +4.3% | -14.2% | +18.5% | +4.1% |
| 30D | -5.0% | -12.5% | +7.5% | -5.1% |
| 3M | -18.4% | +29.2% | -47.6% | -17.7% |
| 6M | -20.3% | +147.3% | -167.6% | -20.5% |
| YTD | -27.5% | +120.9% | -148.5% | -25.9% |
| 1Y | -35.3% | +119.7% | -155.0% | -33.3% |
| All | -35.3% | +114.8% | -150.1% | -33.3% |
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 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