-28.7%
OKTA vs ALK
-28.7%
0.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.4% | +2.5% |
| 7D | -4.6% | +2.6% | -7.2% | -5.3% |
| 30D | -19.7% | +7.8% | -27.5% | -21.9% |
| 3M | +21.2% | -15.2% | +36.5% | +26.6% |
| 6M | +123.1% | +5.0% | +118.1% | +113.5% |
| YTD | +110.8% | -18.4% | +129.2% | +114.9% |
| 1Y | +113.0% | -2.4% | +115.4% | +101.2% |
| 3Y | +168.9% | +19.8% | +149.2% | +94.1% |
| 5Y | -28.7% | -27.8% | -0.9% | -29.7% |
| All | -28.7% | -28.7% | 0.0% | -29.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling