+32.9%
BABA vs OKTA
+91.3%
-58.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.2% | -0.4% |
| 7D | -0.2% | +0.7% | -0.9% | -0.2% |
| 30D | -12.3% | +13.0% | -25.3% | -13.3% |
| 3M | -5.3% | +43.4% | -48.7% | -8.8% |
| 6M | -13.1% | +107.6% | -120.7% | -20.4% |
| YTD | -22.4% | +93.8% | -116.3% | -28.4% |
| 1Y | -19.5% | +80.8% | -100.3% | -24.9% |
| 3Y | +32.9% | +91.8% | -58.9% | +25.0% |
| All | +32.9% | +91.3% | -58.4% | +25.0% |
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