+19.3%
ARM vs OKTA
+114.8%
-95.4%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.7% | -6.0% | -5.5% |
| 7D | -18.7% | -14.2% | -4.5% | -15.6% |
| 30D | -36.7% | -12.5% | -24.2% | -34.6% |
| 3M | -31.6% | +29.2% | -60.9% | -36.0% |
| 6M | -5.6% | +147.3% | -153.0% | -26.0% |
| YTD | +75.5% | +120.9% | -45.5% | +41.3% |
| 1Y | +19.3% | +119.7% | -100.3% | -3.3% |
| All | +19.3% | +114.8% | -95.4% | -3.3% |
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 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