+91.8%
OKTA vs ALB
-27.5%
+119.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.6% | -4.4% | -2.3% |
| 7D | +0.7% | -4.4% | +5.1% | +1.5% |
| 30D | +13.0% | -1.2% | +14.2% | +13.0% |
| 3M | +43.4% | -13.3% | +56.7% | +46.6% |
| 6M | +107.6% | -19.8% | +127.4% | +113.1% |
| YTD | +93.8% | -7.9% | +101.7% | +91.4% |
| 1Y | +80.8% | +60.2% | +20.7% | +55.4% |
| 3Y | +91.8% | -26.4% | +118.2% | +93.6% |
| All | +91.8% | -27.5% | +119.3% | +93.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling