-45.3%
ACHR vs OKTA
-37.7%
-7.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.5% |
| 7D | -5.4% | +0.4% | -5.8% | -5.6% |
| 30D | -19.7% | +13.8% | -33.6% | -25.1% |
| 3M | +7.9% | +48.9% | -41.0% | -9.8% |
| 6M | -13.8% | +114.9% | -128.7% | -40.7% |
| YTD | -27.5% | +97.9% | -125.4% | -49.0% |
| 1Y | -33.9% | +89.7% | -123.6% | -52.3% |
| 3Y | -20.0% | +95.8% | -115.8% | -45.7% |
| 5Y | -44.0% | -32.6% | -11.4% | -48.0% |
| All | -45.3% | -37.7% | -7.6% | -45.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling