+84.1%
OKTA vs ALK
-36.6%
+120.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.9% | +4.0% | +3.2% |
| 7D | +5.9% | -3.0% | +8.8% | +6.2% |
| 30D | +14.6% | -14.6% | +29.2% | +16.3% |
| 3M | +44.0% | -10.6% | +54.6% | +45.1% |
| 6M | +116.7% | -6.7% | +123.4% | +114.9% |
| YTD | +99.8% | -19.8% | +119.5% | +102.2% |
| 1Y | +84.1% | -35.2% | +119.3% | +79.3% |
| All | +84.1% | -36.6% | +120.6% | +79.3% |
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