+625.6%
OKTA vs ALLE
+135.4%
+490.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.3% |
| 7D | +2.6% | -0.2% | +2.9% | +2.7% |
| 30D | +16.0% | -6.8% | +22.8% | +19.7% |
| 3M | +38.2% | +21.0% | +17.1% | +25.6% |
| 6M | +137.8% | +1.1% | +136.7% | +133.2% |
| YTD | +97.3% | -0.5% | +97.8% | +94.7% |
| 1Y | +90.1% | -7.3% | +97.4% | +93.6% |
| 3Y | +98.0% | +42.3% | +55.7% | +60.1% |
| 5Y | -36.9% | +13.5% | -50.4% | -45.1% |
| All | +625.6% | +135.4% | +490.2% | +297.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling