+675.2%
OKTA vs ALLY
+160.8%
+514.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.6% | +1.7% |
| 7D | -4.6% | -2.8% | -1.8% | -3.8% |
| 30D | -19.7% | +1.9% | -21.6% | -20.2% |
| 3M | +21.2% | -12.1% | +33.4% | +25.8% |
| 6M | +123.1% | -9.0% | +132.1% | +128.8% |
| YTD | +110.8% | -12.9% | +123.7% | +118.2% |
| 1Y | +113.0% | -0.1% | +113.0% | +111.6% |
| 3Y | +168.9% | +64.6% | +104.3% | +127.3% |
| 5Y | -28.7% | -10.1% | -18.6% | -31.8% |
| All | +675.2% | +160.8% | +514.4% | +524.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling