+677.8%
OKTA vs ALB
+0.1%
+677.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.5% |
| 7D | +8.4% | -5.8% | +14.2% | +10.0% |
| 30D | -13.7% | -4.5% | -9.2% | -12.8% |
| 3M | +18.0% | -28.1% | +46.1% | +27.1% |
| 6M | +133.8% | -53.2% | +187.0% | +178.5% |
| YTD | +111.5% | -33.3% | +144.8% | +125.3% |
| 1Y | +118.3% | -17.4% | +135.8% | +118.9% |
| 3Y | +168.0% | -14.1% | +182.2% | +144.0% |
| 5Y | -30.1% | -64.0% | +34.0% | -21.1% |
| All | +677.8% | +0.1% | +677.7% | +560.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling