+625.6%
OKTA vs ALM
+3,549.0%
-2,923.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.2% |
| 7D | +2.6% | -2.6% | +5.2% | +2.7% |
| 30D | +16.0% | +32.0% | -16.0% | +15.0% |
| 3M | +38.2% | -15.0% | +53.2% | +38.4% |
| 6M | +137.8% | -10.1% | +147.9% | +136.7% |
| YTD | +97.3% | +99.4% | -2.1% | +90.6% |
| 1Y | +90.1% | +316.4% | -226.2% | +78.4% |
| 3Y | +98.0% | +2,022.0% | -1,924.0% | +72.1% |
| 5Y | -36.9% | +941.2% | -978.1% | -44.3% |
| All | +625.6% | +3,549.0% | -2,923.4% | +485.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling