+119.7%
OKTA vs ALLE
+18.6%
+101.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.0% | +0.7% |
| 7D | -14.2% | +6.7% | -20.9% | -14.2% |
| 30D | -12.5% | +25.4% | -37.9% | -13.0% |
| 3M | +29.2% | +16.9% | +12.3% | +29.1% |
| 6M | +147.3% | +46.6% | +100.8% | +141.8% |
| YTD | +120.9% | +22.4% | +98.5% | +130.6% |
| 1Y | +119.7% | +17.7% | +101.9% | +131.5% |
| All | +119.7% | +18.6% | +101.1% | +131.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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