+97.0%
OKTA vs ALC
+26.4%
+70.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.0% | +0.6% |
| 7D | +6.6% | -6.2% | +12.8% | +10.0% |
| 30D | -19.4% | +14.0% | -33.4% | -25.2% |
| 3M | +23.9% | -2.4% | +26.3% | +24.5% |
| 6M | +130.9% | +12.6% | +118.3% | +114.3% |
| YTD | +111.1% | -8.4% | +119.5% | +115.1% |
| 1Y | +115.5% | -9.1% | +124.7% | +120.4% |
| 3Y | +169.4% | -0.3% | +169.6% | +149.3% |
| 5Y | -30.2% | -9.9% | -20.3% | -31.7% |
| All | +97.0% | +26.4% | +70.7% | +74.5% |
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 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