+108.0%
OKTA vs ALLE
+14.8%
+93.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +1.0% | +0.5% |
| 7D | -6.0% | +0.1% | -6.0% | -5.9% |
| 30D | -23.2% | +25.9% | -49.1% | -23.8% |
| 3M | +18.3% | +14.9% | +3.4% | +18.2% |
| 6M | +112.6% | +42.1% | +70.5% | +107.8% |
| YTD | +106.3% | +20.4% | +85.9% | +115.3% |
| 1Y | +108.0% | +14.9% | +93.2% | +120.5% |
| All | +108.0% | +14.8% | +93.2% | +120.5% |
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