+625.6%
OKTA vs ALK
-49.9%
+675.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.2% |
| 7D | +2.6% | -0.7% | +3.3% | +2.7% |
| 30D | +16.0% | -19.2% | +35.3% | +21.2% |
| 3M | +38.2% | -1.5% | +39.7% | +37.6% |
| 6M | +137.8% | -13.1% | +150.9% | +140.0% |
| YTD | +97.3% | -16.4% | +113.7% | +100.1% |
| 1Y | +90.1% | -33.1% | +123.2% | +102.0% |
| 3Y | +98.0% | +0.6% | +97.4% | +84.2% |
| 5Y | -36.9% | -26.4% | -10.5% | -38.1% |
| All | +625.6% | -49.9% | +675.5% | +658.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling