-35.2%
OKTA vs ALB
-43.9%
+8.7%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.8% | +5.9% | +3.9% |
| 7D | +5.9% | -8.6% | +14.5% | +8.4% |
| 30D | +14.6% | -4.0% | +18.6% | +15.5% |
| 3M | +44.0% | -17.4% | +61.4% | +50.4% |
| 6M | +116.7% | -25.4% | +142.1% | +129.6% |
| YTD | +99.8% | -10.5% | +110.3% | +97.7% |
| 1Y | +84.1% | +75.8% | +8.2% | +44.5% |
| 3Y | +97.7% | -28.5% | +126.2% | +98.2% |
| 5Y | -35.2% | -45.1% | +9.9% | -34.4% |
| All | -35.2% | -43.9% | +8.7% | -34.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling