-24.9%
BABA vs OKTA
+87.1%
-112.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +3.1% | -6.0% | -2.9% |
| 7D | -2.2% | +5.9% | -8.0% | -2.2% |
| 30D | -17.3% | +14.6% | -31.9% | -17.2% |
| 3M | -7.8% | +44.0% | -51.8% | -8.6% |
| 6M | -16.8% | +116.7% | -133.5% | -19.6% |
| YTD | -24.7% | +99.8% | -124.4% | -25.3% |
| 1Y | -24.9% | +84.1% | -109.0% | -21.4% |
| All | -24.9% | +87.1% | -112.1% | -21.4% |
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