-31.5%
OKTA vs ABCL
-81.9%
+50.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.4% | +6.5% | +3.8% |
| 7D | +5.9% | -2.7% | +8.6% | +6.5% |
| 30D | +14.6% | +18.3% | -3.7% | +10.0% |
| 3M | +44.0% | +108.5% | -64.5% | +19.9% |
| 6M | +116.7% | +213.9% | -97.2% | +64.4% |
| YTD | +99.8% | +223.1% | -123.3% | +48.9% |
| 1Y | +84.1% | +160.6% | -76.6% | +41.1% |
| 3Y | +97.7% | +104.3% | -6.6% | +49.0% |
| 5Y | -35.2% | -40.0% | +4.9% | -41.3% |
| All | -31.5% | -81.9% | +50.3% | -29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 10y: compounded portfolio wealth divided by compounded ABCL 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…
10y analysis · Full analysis span regression · 6 months rolling