+87.4%
ARKK vs OKTA
+90.2%
-2.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.3% | +1.5% |
| 7D | -3.1% | -2.4% | -0.7% | -2.4% |
| 30D | +2.7% | +13.0% | -10.3% | -2.3% |
| 3M | +10.8% | +41.7% | -30.9% | -2.8% |
| 6M | +14.4% | +105.9% | -91.6% | -15.3% |
| YTD | +8.7% | +92.6% | -83.9% | -18.0% |
| 1Y | +6.7% | +81.1% | -74.3% | -17.3% |
| 3Y | +87.4% | +84.8% | +2.6% | +34.1% |
| All | +87.4% | +90.2% | -2.8% | +34.1% |
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