+625.6%
OKTA vs ALLY
+195.3%
+430.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | +2.6% | +3.7% | -1.0% | +1.6% |
| 30D | +16.0% | -2.3% | +18.3% | +16.9% |
| 3M | +38.2% | +3.8% | +34.3% | +36.6% |
| 6M | +137.8% | +9.7% | +128.1% | +130.5% |
| YTD | +97.3% | -1.4% | +98.7% | +97.2% |
| 1Y | +90.1% | +8.2% | +81.9% | +84.4% |
| 3Y | +98.0% | +66.5% | +31.5% | +66.4% |
| 5Y | -36.9% | +1.2% | -38.1% | -41.8% |
| All | +625.6% | +195.3% | +430.4% | +464.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling