-34.6%
OKTA vs ALLE
+49.9%
-84.5%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -0.9% |
| 7D | -19.0% | -0.6% | -18.4% | -18.8% |
| 30D | -22.6% | +25.3% | -48.0% | -32.3% |
| 3M | +17.5% | +10.3% | +7.3% | +10.4% |
| 6M | +117.8% | +38.0% | +79.8% | +77.1% |
| YTD | +95.1% | +17.8% | +77.3% | +73.1% |
| 1Y | +96.4% | +13.6% | +82.8% | +78.3% |
| 3Y | +149.0% | +89.2% | +59.7% | +44.8% |
| All | -34.6% | +49.9% | -84.5% | -51.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling