-1.0%
BABA vs OKTA
+667.4%
-668.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.2% | -3.3% | -1.6% |
| 7D | -3.6% | -4.6% | +1.0% | -3.0% |
| 30D | -8.4% | -19.7% | +11.4% | -5.2% |
| 3M | -20.6% | +21.2% | -41.8% | -25.5% |
| 6M | -25.4% | +123.1% | -148.5% | -40.0% |
| YTD | -30.1% | +110.8% | -140.9% | -43.8% |
| 1Y | -36.3% | +113.0% | -149.2% | -49.0% |
| 3Y | +30.4% | +168.9% | -138.6% | -5.9% |
| 5Y | -35.7% | -28.7% | -7.1% | -40.0% |
| All | -1.0% | +667.4% | -668.4% | -50.6% |
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