+119.7%
OKTA vs ALLY
+4.2%
+115.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.8% | -3.1% | -0.5% |
| 7D | -14.2% | +2.4% | -16.6% | -14.9% |
| 30D | -12.5% | +5.6% | -18.0% | -14.1% |
| 3M | +29.2% | -11.7% | +40.9% | +35.3% |
| 6M | +147.3% | -7.0% | +154.4% | +153.3% |
| YTD | +120.9% | -10.4% | +131.4% | +128.4% |
| 1Y | +119.7% | +2.4% | +117.3% | +113.0% |
| All | +119.7% | +4.2% | +115.4% | +113.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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