+55.3%
OKTA vs ADVB
-89.4%
+144.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -5.3% | +8.4% | +3.1% |
| 7D | +5.9% | -13.0% | +18.9% | +6.1% |
| 30D | +14.6% | +7.5% | +7.1% | +14.4% |
| 3M | +44.0% | +129.1% | -85.1% | +40.2% |
| 6M | +116.7% | +71.7% | +45.0% | +110.1% |
| YTD | +99.8% | +45.5% | +54.2% | +94.1% |
| 1Y | +84.1% | -2.7% | +86.8% | +78.4% |
| All | +55.3% | -89.4% | +144.7% | +81.8% |
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