+119.7%
OKTA vs ALB
+4.7%
+114.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.3% | -4.6% | +0.2% |
| 7D | -14.2% | -2.1% | -12.1% | -14.0% |
| 30D | -12.5% | -9.0% | -3.5% | -11.8% |
| 3M | +29.2% | -21.1% | +50.4% | +31.4% |
| 6M | +147.3% | -49.9% | +197.2% | +160.4% |
| YTD | +120.9% | -32.3% | +153.2% | +123.9% |
| 1Y | +119.7% | +8.6% | +111.1% | +119.6% |
| All | +119.7% | +4.7% | +114.9% | +119.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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