+118.3%
OKTA vs ALLE
+15.3%
+103.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | +0.1% |
| 7D | +8.4% | +3.6% | +4.9% | +8.3% |
| 30D | -13.7% | +25.9% | -39.6% | -14.3% |
| 3M | +18.0% | +15.8% | +2.3% | +17.9% |
| 6M | +133.8% | +48.1% | +85.8% | +128.5% |
| YTD | +111.5% | +22.0% | +89.5% | +121.6% |
| 1Y | +118.3% | +18.0% | +100.3% | +131.0% |
| All | +118.3% | +15.3% | +103.0% | +131.0% |
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 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