+23.9%
OKTA vs ALB
-27.8%
+51.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.3% | +0.2% |
| 7D | +6.6% | -3.6% | +10.2% | +6.8% |
| 30D | -19.4% | -2.9% | -16.6% | -19.3% |
| 3M | +23.9% | -25.8% | +49.8% | +23.4% |
| All | +23.9% | -27.8% | +51.7% | +23.4% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling