+84.1%
OKTA vs ALC
+24.0%
+60.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +1.2% |
| 7D | +2.6% | -2.1% | +4.7% | +3.7% |
| 30D | +16.0% | -0.1% | +16.1% | +15.9% |
| 3M | +38.2% | +5.9% | +32.3% | +33.2% |
| 6M | +137.8% | -15.9% | +153.7% | +156.3% |
| YTD | +97.3% | -10.1% | +107.4% | +104.4% |
| 1Y | +90.1% | -10.2% | +100.3% | +96.2% |
| 3Y | +98.0% | -13.6% | +111.6% | +101.6% |
| 5Y | -36.9% | -15.1% | -21.8% | -36.2% |
| All | +84.1% | +24.0% | +60.1% | +65.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling