+91.8%
OKTA vs ALK
+1.7%
+90.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.1% | +1.3% | -1.2% |
| 7D | +0.7% | +0.1% | +0.6% | +0.7% |
| 30D | +13.0% | -18.5% | +31.5% | +16.9% |
| 3M | +43.4% | -3.6% | +47.0% | +43.5% |
| 6M | +107.6% | -3.7% | +111.3% | +105.5% |
| YTD | +93.8% | -19.0% | +112.8% | +97.5% |
| 1Y | +80.8% | -36.0% | +116.9% | +93.3% |
| 3Y | +91.8% | +2.3% | +89.5% | +72.0% |
| All | +91.8% | +1.7% | +90.1% | +72.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling