+625.6%
OKTA vs ALB
+34.7%
+590.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.4% | +4.6% | +1.2% |
| 7D | +2.6% | -8.1% | +10.7% | +4.7% |
| 30D | +16.0% | +6.3% | +9.8% | +13.9% |
| 3M | +38.2% | -23.6% | +61.7% | +46.7% |
| 6M | +137.8% | -24.6% | +162.4% | +149.9% |
| YTD | +97.3% | -10.3% | +107.6% | +96.2% |
| 1Y | +90.1% | +61.5% | +28.6% | +58.7% |
| 3Y | +98.0% | -34.0% | +132.0% | +97.5% |
| 5Y | -36.9% | -44.6% | +7.7% | -35.4% |
| All | +625.6% | +34.7% | +590.9% | +474.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling