+0.2%
BABA vs OKTA
+651.0%
-650.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -3.0% | -2.6% |
| 7D | +2.4% | -6.0% | +8.3% | +3.3% |
| 30D | -7.8% | -23.2% | +15.4% | -3.8% |
| 3M | -22.4% | +18.3% | -40.7% | -26.8% |
| 6M | -26.0% | +112.6% | -138.6% | -39.8% |
| YTD | -29.3% | +106.3% | -135.5% | -42.9% |
| 1Y | -37.5% | +108.0% | -145.5% | -49.7% |
| 3Y | +31.9% | +163.2% | -131.3% | -4.4% |
| 5Y | -33.4% | -30.9% | -2.6% | -37.5% |
| All | +0.2% | +651.0% | -650.8% | -49.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling