+87.7%
ARM vs OKTA
+87.1%
+0.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.1% | -2.0% | +0.3% |
| 7D | +12.5% | +5.9% | +6.6% | +10.9% |
| 30D | -1.4% | +14.6% | -15.9% | -5.0% |
| 3M | -18.7% | +44.0% | -62.7% | -27.5% |
| 6M | +124.6% | +116.7% | +7.9% | +79.5% |
| YTD | +141.7% | +99.8% | +42.0% | +98.1% |
| 1Y | +87.7% | +84.1% | +3.6% | +56.0% |
| All | +87.7% | +87.1% | +0.5% | +56.0% |
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