+276.0%
ARKK vs OKTA
+620.5%
-344.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.8% | -1.4% |
| 7D | -4.7% | +0.4% | -5.1% | -4.9% |
| 30D | +3.1% | +13.8% | -10.8% | -4.5% |
| 3M | +13.8% | +48.9% | -35.1% | -6.8% |
| 6M | +14.0% | +114.9% | -101.0% | -24.4% |
| YTD | +8.0% | +97.9% | -89.9% | -26.5% |
| 1Y | +9.9% | +89.7% | -79.8% | -23.6% |
| 3Y | +90.2% | +95.8% | -5.7% | +22.2% |
| 5Y | -29.9% | -32.6% | +2.7% | -33.7% |
| All | +276.0% | +620.5% | -344.5% | +80.6% |
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 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