+10.4%
BABA vs OKTA
+618.3%
-607.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | -4.8% | +2.6% | -7.4% | -5.3% |
| 30D | -11.9% | +16.0% | -27.9% | -15.6% |
| 3M | -9.3% | +38.2% | -47.4% | -16.6% |
| 6M | -14.2% | +137.8% | -152.1% | -31.9% |
| YTD | -22.0% | +97.3% | -119.3% | -35.7% |
| 1Y | -12.7% | +90.1% | -102.8% | -27.5% |
| 3Y | +26.7% | +98.0% | -71.4% | -0.7% |
| 5Y | -29.3% | -36.9% | +7.6% | -31.6% |
| All | +10.4% | +618.3% | -607.9% | -43.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling