+119.7%
OKTA vs ALK
-1.1%
+120.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +8.8% | -8.0% | +0.5% |
| 7D | -14.2% | +12.4% | -26.6% | -14.5% |
| 30D | -12.5% | +2.1% | -14.5% | -12.2% |
| 3M | +29.2% | -23.9% | +53.1% | +32.4% |
| 6M | +147.3% | +8.2% | +139.1% | +145.3% |
| YTD | +120.9% | -20.5% | +141.4% | +123.7% |
| 1Y | +119.7% | -1.0% | +120.7% | +104.9% |
| All | +119.7% | -1.1% | +120.8% | +104.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 1y: compounded portfolio wealth divided by compounded ALK 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…
1y analysis · Full analysis span regression · 6 months rolling