+675.2%
OKTA vs ALK
-51.1%
+726.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.4% | +2.4% |
| 7D | -4.6% | +2.6% | -7.2% | -5.0% |
| 30D | -19.7% | +7.8% | -27.5% | -21.2% |
| 3M | +21.2% | -15.2% | +36.5% | +24.7% |
| 6M | +123.1% | +5.0% | +118.1% | +117.3% |
| YTD | +110.8% | -18.4% | +129.2% | +113.7% |
| 1Y | +113.0% | -2.4% | +115.4% | +106.8% |
| 3Y | +168.9% | +19.8% | +149.2% | +139.2% |
| 5Y | -28.7% | -27.8% | -0.9% | -30.0% |
| All | +675.2% | -51.1% | +726.3% | +710.1% |
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