+676.4%
OKTA vs ALLY
+158.9%
+517.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.4% |
| 7D | +6.6% | -2.1% | +8.8% | +7.3% |
| 30D | -19.4% | +2.0% | -21.4% | -19.9% |
| 3M | +23.9% | -13.3% | +37.3% | +29.2% |
| 6M | +130.9% | -9.9% | +140.7% | +137.5% |
| YTD | +111.1% | -13.5% | +124.6% | +119.0% |
| 1Y | +115.5% | -2.8% | +118.3% | +116.0% |
| 3Y | +169.4% | +63.4% | +105.9% | +128.1% |
| 5Y | -30.2% | -10.9% | -19.3% | -33.1% |
| All | +676.4% | +158.9% | +517.5% | +526.5% |
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 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