+608.2%
OKTA vs ALB
+25.8%
+582.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.4% | +0.7% | -1.8% |
| 7D | -2.4% | -6.6% | +4.2% | -0.8% |
| 30D | +13.0% | -8.1% | +21.2% | +15.1% |
| 3M | +41.7% | -25.7% | +67.4% | +51.4% |
| 6M | +105.9% | -29.5% | +135.4% | +120.2% |
| YTD | +92.6% | -16.2% | +108.8% | +94.7% |
| 1Y | +81.1% | +59.2% | +21.8% | +51.9% |
| 3Y | +84.8% | -33.7% | +118.6% | +83.7% |
| 5Y | -34.4% | -48.1% | +13.7% | -31.8% |
| All | +608.2% | +25.8% | +582.4% | +470.4% |
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