+168.0%
OKTA vs ALC
+4.4%
+163.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.2% | -3.0% | -0.6% |
| 7D | +8.4% | -1.1% | +9.5% | +8.7% |
| 30D | -13.7% | +16.0% | -29.8% | -17.4% |
| 3M | +18.0% | +0.8% | +17.2% | +17.5% |
| 6M | +133.8% | +16.8% | +117.0% | +122.6% |
| YTD | +111.5% | -5.5% | +117.0% | +112.7% |
| 1Y | +118.3% | -5.3% | +123.6% | +119.2% |
| 3Y | +168.0% | +4.1% | +163.9% | +157.4% |
| All | +168.0% | +4.4% | +163.6% | +157.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling