-41.7%
ACHR vs OKTA
-34.5%
-7.2%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.7% | +5.1% | +3.5% |
| 7D | -2.3% | -2.4% | +0.1% | -1.5% |
| 30D | -11.3% | +13.0% | -24.3% | -17.2% |
| 3M | +5.3% | +41.7% | -36.4% | -10.7% |
| 6M | -13.2% | +105.9% | -119.2% | -39.9% |
| YTD | -25.8% | +92.6% | -118.4% | -47.7% |
| 1Y | -34.3% | +81.1% | -115.3% | -52.1% |
| 3Y | -19.9% | +84.8% | -104.8% | -45.1% |
| All | -41.7% | -34.5% | -7.2% | -42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OKTA.
Daily Out/Under-Performance
Portfolio return minus OKTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKTA 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 OKTA 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