-35.2%
OKTA vs ALLY
-1.1%
-34.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.1% | +4.1% | +3.6% |
| 7D | +5.9% | -1.9% | +7.8% | +6.8% |
| 30D | +14.6% | -4.5% | +19.0% | +17.1% |
| 3M | +44.0% | -2.8% | +46.8% | +45.7% |
| 6M | +116.7% | +10.3% | +106.4% | +105.9% |
| YTD | +99.8% | -5.7% | +105.5% | +103.3% |
| 1Y | +84.1% | +3.9% | +80.1% | +78.3% |
| 3Y | +97.7% | +64.7% | +33.0% | +45.0% |
| 5Y | -35.2% | -2.6% | -32.6% | -39.5% |
| All | -35.2% | -1.1% | -34.0% | -39.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling