+625.6%
OKTA vs ACGL
+229.3%
+396.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.5% |
| 7D | +2.6% | -0.7% | +3.4% | +2.8% |
| 30D | +16.0% | -1.0% | +17.0% | +16.1% |
| 3M | +38.2% | +11.0% | +27.1% | +34.1% |
| 6M | +137.8% | -0.3% | +138.1% | +136.9% |
| YTD | +97.3% | +2.3% | +95.0% | +94.8% |
| 1Y | +90.1% | +6.4% | +83.7% | +85.3% |
| 3Y | +98.0% | +34.0% | +64.0% | +78.9% |
| 5Y | -36.9% | +161.6% | -198.6% | -53.7% |
| All | +625.6% | +229.3% | +396.3% | +327.0% |
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