-19.7%
OKTA vs ALHC
-28.9%
+9.2%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +2.6% | -0.6% | +3.2% | +2.7% |
| 30D | +16.0% | -1.0% | +17.0% | +15.9% |
| 3M | +38.2% | -10.2% | +48.3% | +38.3% |
| 6M | +137.8% | -28.3% | +166.1% | +143.3% |
| YTD | +97.3% | -31.4% | +128.7% | +102.7% |
| 1Y | +90.1% | -16.9% | +107.0% | +87.7% |
| 3Y | +98.0% | +135.5% | -37.5% | +42.3% |
| 5Y | -36.9% | -33.6% | -3.3% | -44.1% |
| All | -19.7% | -28.9% | +9.2% | -32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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