-36.4%
OKTA vs ABCL
-39.9%
+3.5%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.8% | -1.8% |
| 7D | +0.7% | +1.4% | -0.7% | +0.4% |
| 30D | +13.0% | +65.1% | -52.1% | -1.2% |
| 3M | +43.4% | +111.1% | -67.6% | +16.8% |
| 6M | +107.6% | +231.6% | -124.0% | +50.8% |
| YTD | +93.8% | +234.5% | -140.7% | +38.6% |
| 1Y | +80.8% | +174.3% | -93.5% | +32.9% |
| 3Y | +91.8% | +111.5% | -19.7% | +40.1% |
| 5Y | -36.4% | -37.3% | +0.9% | -42.3% |
| All | -36.4% | -39.9% | +3.5% | -42.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling