+84.7%
OKTA vs ALC
+17.1%
+67.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.8% | +0.5% |
| 7D | +0.4% | -7.7% | +8.1% | +4.5% |
| 30D | +13.8% | -11.7% | +25.5% | +21.1% |
| 3M | +48.9% | +0.7% | +48.2% | +47.2% |
| 6M | +114.9% | -17.1% | +132.0% | +133.1% |
| YTD | +97.9% | -15.1% | +113.0% | +111.0% |
| 1Y | +89.7% | -14.1% | +103.8% | +100.0% |
| 3Y | +95.8% | -18.2% | +114.0% | +105.0% |
| 5Y | -32.6% | -19.2% | -13.5% | -30.1% |
| All | +84.7% | +17.1% | +67.6% | +71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 10y: compounded portfolio wealth divided by compounded ALC 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…
10y analysis · Full analysis span regression · 6 months rolling