+608.2%
OKTA vs ALM
+3,117.0%
-2,508.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -6.5% | +3.8% | -2.5% |
| 7D | -2.4% | -11.8% | +9.4% | -2.1% |
| 30D | +13.0% | +7.8% | +5.2% | +12.7% |
| 3M | +41.7% | -9.3% | +51.0% | +41.7% |
| 6M | +105.9% | -30.5% | +136.4% | +106.7% |
| YTD | +92.6% | +75.8% | +16.7% | +86.7% |
| 1Y | +81.1% | +241.2% | -160.1% | +71.0% |
| 3Y | +84.8% | +1,872.6% | -1,787.8% | +60.9% |
| 5Y | -34.4% | +849.6% | -884.0% | -42.0% |
| All | +608.2% | +3,117.0% | -2,508.8% | +473.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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