+83.5%
ACN vs OKTA
+601.1%
-517.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.7% | +6.1% | +3.9% |
| 7D | -1.5% | -2.4% | +0.9% | -1.1% |
| 30D | +2.1% | +13.0% | -10.9% | -1.2% |
| 3M | +11.1% | +41.7% | -30.6% | +2.2% |
| 6M | -6.8% | +105.9% | -112.8% | -21.3% |
| YTD | -30.0% | +92.6% | -122.6% | -40.2% |
| 1Y | -23.1% | +81.1% | -104.2% | -33.6% |
| 3Y | -40.4% | +84.8% | -125.2% | -50.4% |
| 5Y | -41.6% | -34.4% | -7.1% | -44.8% |
| All | +83.5% | +601.1% | -517.6% | +14.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling