+31.9%
BABA vs OKTA
+168.2%
-136.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -3.0% | -2.5% |
| 7D | +2.4% | -6.0% | +8.3% | +2.6% |
| 30D | -7.8% | -23.2% | +15.4% | -6.6% |
| 3M | -22.4% | +18.3% | -40.7% | -23.6% |
| 6M | -26.0% | +112.6% | -138.6% | -31.7% |
| YTD | -29.3% | +106.3% | -135.5% | -34.7% |
| 1Y | -37.5% | +108.0% | -145.5% | -42.4% |
| 3Y | +31.9% | +163.2% | -131.3% | +20.5% |
| All | +31.9% | +168.2% | -136.3% | +20.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling