+634.8%
OKTA vs ACGL
+222.7%
+412.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.4% | +2.6% | +3.0% |
| 7D | +5.9% | -2.1% | +8.0% | +6.4% |
| 30D | +14.6% | -2.2% | +16.7% | +15.0% |
| 3M | +44.0% | +6.3% | +37.7% | +41.3% |
| 6M | +116.7% | +0.5% | +116.2% | +115.4% |
| YTD | +99.8% | +0.2% | +99.6% | +98.2% |
| 1Y | +84.1% | +7.3% | +76.8% | +78.9% |
| 3Y | +97.7% | +30.8% | +66.9% | +79.7% |
| 5Y | -35.2% | +155.8% | -190.9% | -52.2% |
| All | +634.8% | +222.7% | +412.1% | +334.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 10y: compounded portfolio wealth divided by compounded ACGL 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…
10y analysis · Full analysis span regression · 6 months rolling