+168.0%
OKTA vs ALM
+909.2%
-741.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -13.2% |
| 3M | +18.0% | -40.6% | +58.7% | +19.3% |
| 6M | +133.8% | -57.9% | +191.8% | +137.8% |
| YTD | +111.5% | -6.7% | +118.2% | +107.1% |
| 1Y | +118.3% | +20.2% | +98.2% | +111.6% |
| 3Y | +168.0% | +879.4% | -711.4% | +159.0% |
| All | +168.0% | +909.2% | -741.2% | +159.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling