-35.2%
OKTA vs ALC
-17.4%
-17.7%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.1% | +3.6% |
| 7D | +5.9% | -5.3% | +11.2% | +9.2% |
| 30D | +14.6% | -7.1% | +21.6% | +19.3% |
| 3M | +44.0% | +0.8% | +43.2% | +42.2% |
| 6M | +116.7% | -16.0% | +132.7% | +136.4% |
| YTD | +99.8% | -12.7% | +112.5% | +111.4% |
| 1Y | +84.1% | -12.8% | +96.9% | +93.9% |
| 3Y | +97.7% | -15.8% | +113.5% | +100.7% |
| 5Y | -35.2% | -16.7% | -18.5% | -31.5% |
| All | -35.2% | -17.4% | -17.7% | -31.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling