+118.3%
OKTA vs ALB
-15.8%
+134.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.3% |
| 7D | +8.4% | -5.8% | +14.2% | +9.0% |
| 30D | -13.7% | -4.5% | -9.2% | -13.4% |
| 3M | +18.0% | -28.1% | +46.1% | +21.5% |
| 6M | +133.8% | -53.2% | +187.0% | +150.2% |
| YTD | +111.5% | -33.3% | +144.8% | +113.5% |
| 1Y | +118.3% | -17.4% | +135.8% | +115.5% |
| All | +118.3% | -15.8% | +134.1% | +115.5% |
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