+64.1%
OKTA vs ADVB
-95.9%
+160.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +42.7% | -42.5% | -0.8% |
| 7D | +6.6% | +74.2% | -67.6% | +5.1% |
| 30D | -19.4% | -35.9% | +16.4% | -19.2% |
| 3M | +23.9% | -56.4% | +80.4% | +24.8% |
| 6M | +130.9% | -36.7% | +167.6% | +126.1% |
| YTD | +111.1% | -43.3% | +154.4% | +106.9% |
| 1Y | +115.5% | -63.4% | +178.9% | +111.2% |
| All | +64.1% | -95.9% | +160.0% | +93.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling