+6.7%
BABA vs OKTA
+627.3%
-620.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +3.1% | -6.0% | -3.5% |
| 7D | -2.2% | +5.9% | -8.0% | -3.3% |
| 30D | -17.3% | +14.6% | -31.9% | -20.6% |
| 3M | -7.8% | +44.0% | -51.8% | -16.0% |
| 6M | -16.8% | +116.7% | -133.5% | -32.3% |
| YTD | -24.7% | +99.8% | -124.4% | -38.0% |
| 1Y | -24.9% | +84.1% | -109.0% | -37.2% |
| 3Y | +29.1% | +97.7% | -68.6% | +1.3% |
| 5Y | -30.5% | -35.2% | +4.7% | -33.2% |
| All | +6.7% | +627.3% | -620.7% | -45.5% |
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 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