+118.3%
OKTA vs ALM
+19.0%
+99.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +7.7% | -7.6% | -0.1% |
| 7D | +8.4% | +1.2% | +7.2% | +8.3% |
| 30D | -13.7% | -19.3% | +5.6% | -13.4% |
| 3M | +18.0% | -40.6% | +58.7% | +18.5% |
| 6M | +133.8% | -57.9% | +191.8% | +135.4% |
| YTD | +111.5% | -6.7% | +118.2% | +98.5% |
| 1Y | +118.3% | +20.2% | +98.2% | +103.4% |
| All | +118.3% | +19.0% | +99.4% | +103.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling