-23.1%
ACN vs OKTA
+83.4%
-106.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.7% | +6.1% | +4.0% |
| 7D | -1.5% | -2.4% | +0.9% | -1.0% |
| 30D | +2.1% | +13.0% | -10.9% | -1.6% |
| 3M | +11.1% | +41.7% | -30.6% | -0.8% |
| 6M | -6.8% | +105.9% | -112.8% | -28.9% |
| YTD | -30.0% | +92.6% | -122.6% | -44.7% |
| 1Y | -23.1% | +81.1% | -104.2% | -38.6% |
| All | -23.1% | +83.4% | -106.5% | -38.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling