+167.1%
OKTA vs ALLY
+65.2%
+101.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.6% | +1.6% |
| 7D | -4.6% | -2.8% | -1.8% | -3.6% |
| 30D | -19.7% | +1.9% | -21.6% | -20.3% |
| 3M | +21.2% | -12.1% | +33.4% | +26.9% |
| 6M | +123.1% | -9.0% | +132.1% | +130.1% |
| YTD | +110.8% | -12.9% | +123.7% | +119.7% |
| 1Y | +113.0% | -0.1% | +113.0% | +111.0% |
| All | +167.1% | +65.2% | +101.9% | +106.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling