+675.2%
OKTA vs ACGL
+266.5%
+408.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | -4.6% | -1.4% | -3.2% | -4.3% |
| 30D | -19.7% | +12.4% | -32.1% | -22.1% |
| 3M | +21.2% | +11.1% | +10.1% | +17.8% |
| 6M | +123.1% | +16.3% | +106.8% | +113.7% |
| YTD | +110.8% | +13.8% | +97.0% | +102.4% |
| 1Y | +113.0% | +20.4% | +92.5% | +101.4% |
| 3Y | +168.9% | +33.6% | +135.3% | +143.8% |
| 5Y | -28.7% | +176.8% | -205.5% | -48.4% |
| All | +675.2% | +266.5% | +408.7% | +343.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling