+78.6%
ACN vs OKTA
+605.7%
-527.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.8% | -2.4% | -3.8% |
| 7D | -4.8% | +0.7% | -5.5% | -4.9% |
| 30D | +1.9% | +13.0% | -11.1% | -1.3% |
| 3M | +3.9% | +43.4% | -39.6% | -4.6% |
| 6M | -15.0% | +107.6% | -122.6% | -28.3% |
| YTD | -31.9% | +93.8% | -125.7% | -41.8% |
| 1Y | -28.5% | +80.8% | -109.3% | -38.2% |
| 3Y | -41.9% | +91.8% | -133.7% | -52.0% |
| 5Y | -42.9% | -36.4% | -6.5% | -45.7% |
| All | +78.6% | +605.7% | -527.1% | +11.3% |
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