+655.3%
OKTA vs ACGL
+263.0%
+392.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.8% | +4.5% | +5.1% |
| 7D | -3.9% | -1.1% | -2.9% | -3.7% |
| 30D | -23.5% | +13.1% | -36.6% | -25.9% |
| 3M | +19.7% | +9.8% | +9.9% | +16.6% |
| 6M | +111.6% | +15.3% | +96.4% | +103.1% |
| YTD | +105.4% | +12.7% | +92.6% | +97.6% |
| 1Y | +108.4% | +20.7% | +87.7% | +96.9% |
| 3Y | +167.8% | +34.3% | +133.5% | +142.3% |
| 5Y | -33.8% | +170.6% | -204.4% | -51.9% |
| All | +655.3% | +263.0% | +392.3% | +333.1% |
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