+658.7%
OKTA vs ALLE
+184.9%
+473.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +1.0% | +0.7% |
| 7D | -6.0% | +0.1% | -6.0% | -5.9% |
| 30D | -23.2% | +25.9% | -49.1% | -31.0% |
| 3M | +18.3% | +14.9% | +3.4% | +10.5% |
| 6M | +112.6% | +42.1% | +70.5% | +78.7% |
| YTD | +106.3% | +20.4% | +85.9% | +85.8% |
| 1Y | +108.0% | +14.9% | +93.2% | +91.5% |
| 3Y | +163.2% | +90.1% | +73.1% | +84.9% |
| 5Y | -30.9% | +53.0% | -83.9% | -46.9% |
| All | +658.7% | +184.9% | +473.7% | +279.0% |
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