+268.6%
ARM vs OKTA
+171.9%
+96.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.2% | -4.8% | -4.7% |
| 7D | +9.1% | +8.4% | +0.7% | +6.0% |
| 30D | -19.9% | -13.7% | -6.2% | -15.4% |
| 3M | -31.6% | +18.0% | -49.6% | -36.8% |
| 6M | -13.9% | +133.8% | -147.7% | -41.4% |
| YTD | +74.3% | +111.5% | -37.2% | +21.2% |
| 1Y | +35.8% | +118.3% | -82.5% | -7.3% |
| 3Y | +268.6% | +168.0% | +100.6% | +124.1% |
| All | +268.6% | +171.9% | +96.7% | +124.1% |
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