+119.7%
OKTA vs ADVB
-76.7%
+196.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.5% | +5.3% | +0.8% |
| 7D | -14.2% | -29.5% | +15.3% | -13.5% |
| 30D | -12.5% | -66.9% | +54.4% | -10.5% |
| 3M | +29.2% | -73.7% | +103.0% | +32.4% |
| 6M | +147.3% | -64.8% | +212.1% | +141.1% |
| YTD | +120.9% | -64.0% | +185.0% | +118.6% |
| 1Y | +119.7% | -77.0% | +196.6% | +120.9% |
| All | +119.7% | -76.7% | +196.3% | +120.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 1y: compounded portfolio wealth divided by compounded ADVB 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…
1y analysis · Full analysis span regression · 6 months rolling