-35.2%
OKTA vs ALM
+958.0%
-993.2%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.1% | +7.2% | +3.2% |
| 7D | +5.9% | +3.6% | +2.3% | +5.7% |
| 30D | +14.6% | +33.8% | -19.2% | +13.4% |
| 3M | +44.0% | +14.8% | +29.2% | +43.0% |
| 6M | +116.7% | -7.0% | +123.7% | +115.3% |
| YTD | +99.8% | +108.1% | -8.3% | +91.3% |
| 1Y | +84.1% | +313.8% | -229.7% | +70.7% |
| 3Y | +97.7% | +2,227.6% | -2,129.9% | +65.8% |
| 5Y | -35.2% | +956.6% | -991.8% | -42.8% |
| All | -35.2% | +958.0% | -993.2% | -42.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling