+91.8%
OKTA vs ALLE
+49.7%
+42.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.5% |
| 7D | +0.7% | +2.8% | -2.1% | -0.2% |
| 30D | +13.0% | -7.6% | +20.6% | +15.9% |
| 3M | +43.4% | +22.8% | +20.7% | +32.9% |
| 6M | +107.6% | +4.6% | +103.0% | +103.3% |
| YTD | +93.8% | -1.2% | +95.0% | +94.3% |
| 1Y | +80.8% | -9.1% | +90.0% | +88.1% |
| 3Y | +91.8% | +50.0% | +41.8% | +39.4% |
| All | +91.8% | +49.7% | +42.1% | +39.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling