+634.8%
OKTA vs ALLE
+127.3%
+507.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.8% | +5.8% | +4.3% |
| 7D | +5.9% | -2.2% | +8.0% | +6.9% |
| 30D | +14.6% | -8.3% | +22.9% | +19.1% |
| 3M | +44.0% | +16.3% | +27.7% | +33.2% |
| 6M | +116.7% | +1.8% | +114.9% | +111.8% |
| YTD | +99.8% | -3.9% | +103.7% | +100.1% |
| 1Y | +84.1% | -10.0% | +94.1% | +90.0% |
| 3Y | +97.7% | +45.8% | +51.9% | +57.7% |
| 5Y | -35.2% | +13.3% | -48.5% | -43.3% |
| All | +634.8% | +127.3% | +507.4% | +308.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling