+676.4%
OKTA vs ALLE
+185.8%
+490.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.4% |
| 7D | +6.6% | +1.6% | +5.1% | +6.0% |
| 30D | -19.4% | +24.1% | -43.5% | -27.2% |
| 3M | +23.9% | +14.8% | +9.1% | +15.8% |
| 6M | +130.9% | +45.9% | +85.0% | +91.7% |
| YTD | +111.1% | +20.7% | +90.4% | +89.9% |
| 1Y | +115.5% | +14.2% | +101.4% | +99.0% |
| 3Y | +169.4% | +90.7% | +78.7% | +89.0% |
| 5Y | -30.2% | +50.6% | -80.7% | -46.1% |
| All | +676.4% | +185.8% | +490.6% | +287.4% |
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