+84.1%
OKTA vs ACGL
+5.7%
+78.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.4% | +2.6% | +3.2% |
| 7D | +5.9% | -2.1% | +8.0% | +5.2% |
| 30D | +14.6% | -2.2% | +16.7% | +13.6% |
| 3M | +44.0% | +6.3% | +37.7% | +45.7% |
| 6M | +116.7% | +0.5% | +116.2% | +119.1% |
| YTD | +99.8% | +0.2% | +99.6% | +101.1% |
| 1Y | +84.1% | +7.3% | +76.8% | +91.7% |
| All | +84.1% | +5.7% | +78.3% | +91.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling