-26.4%
ARM vs OKTA
+120.5%
-146.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.4% | +6.2% | +5.1% |
| 7D | -15.2% | -19.0% | +3.8% | -10.1% |
| 30D | -40.7% | -22.6% | -18.1% | -36.3% |
| 3M | -39.1% | +17.5% | -56.6% | -41.1% |
| 6M | -26.4% | +117.8% | -144.2% | -42.0% |
| All | -26.4% | +120.5% | -146.9% | -42.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling