-32.4%
OKTA vs ABCL
-81.3%
+48.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.4% |
| 7D | +2.6% | +0.7% | +1.9% | +2.5% |
| 30D | +16.0% | +93.1% | -77.1% | -0.9% |
| 3M | +38.2% | +79.4% | -41.3% | +18.8% |
| 6M | +137.8% | +214.9% | -77.1% | +80.2% |
| YTD | +97.3% | +234.2% | -136.9% | +46.1% |
| 1Y | +90.1% | +174.8% | -84.7% | +44.2% |
| 3Y | +98.0% | +104.5% | -6.5% | +49.4% |
| 5Y | -36.9% | -39.0% | +2.1% | -43.2% |
| All | -32.4% | -81.3% | +48.9% | -30.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling