-15.9%
ACN vs OKTA
+171.9%
-187.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | -3.8% | +8.4% | -12.2% | -5.3% |
| 30D | +16.5% | -13.7% | +30.2% | +18.6% |
| 3M | +41.5% | +18.0% | +23.4% | +33.8% |
| 6M | +60.1% | +133.8% | -73.8% | +27.5% |
| YTD | -3.9% | +111.5% | -115.4% | -22.3% |
| 1Y | +4.1% | +118.3% | -114.2% | -16.3% |
| 3Y | -15.9% | +168.0% | -183.9% | -34.3% |
| All | -15.9% | +171.9% | -187.8% | -34.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling