-29.3%
OKTA vs ABCL
-79.6%
+50.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.8% | +0.5% |
| 7D | -6.0% | +2.3% | -8.3% | -6.4% |
| 30D | -23.2% | -0.7% | -22.5% | -22.9% |
| 3M | +18.3% | +33.4% | -15.1% | +10.6% |
| 6M | +112.6% | +137.8% | -25.2% | +71.6% |
| YTD | +106.3% | +264.3% | -158.1% | +49.7% |
| 1Y | +108.0% | +209.2% | -101.1% | +55.8% |
| 3Y | +163.2% | +208.4% | -45.2% | +80.3% |
| 5Y | -30.9% | -11.9% | -19.0% | -40.7% |
| All | -29.3% | -79.6% | +50.3% | -29.2% |
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