+627.8%
OKTA vs ALK
-52.2%
+680.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.8% |
| 7D | +0.4% | -3.1% | +3.5% | +1.1% |
| 30D | +13.8% | -17.1% | +31.0% | +18.3% |
| 3M | +48.9% | -3.8% | +52.7% | +49.1% |
| 6M | +114.9% | -5.3% | +120.2% | +113.5% |
| YTD | +97.9% | -20.3% | +118.1% | +102.7% |
| 1Y | +89.7% | -36.0% | +125.7% | +103.5% |
| 3Y | +95.8% | +0.8% | +95.1% | +82.0% |
| 5Y | -32.6% | -28.5% | -4.1% | -33.4% |
| All | +627.8% | -52.2% | +680.0% | +668.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling