-15.1%
OKTA vs ACI
+18.9%
-34.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.4% | +5.5% | +3.2% |
| 7D | +5.9% | -5.0% | +10.9% | +6.2% |
| 30D | +14.6% | -2.3% | +16.9% | +14.7% |
| 3M | +44.0% | -23.2% | +67.2% | +45.9% |
| 6M | +116.7% | -29.5% | +146.2% | +121.0% |
| YTD | +99.8% | -28.6% | +128.4% | +103.2% |
| 1Y | +84.1% | -34.0% | +118.1% | +88.4% |
| 3Y | +97.7% | -45.0% | +142.7% | +105.4% |
| 5Y | -35.2% | -44.0% | +8.8% | -33.6% |
| All | -15.1% | +18.9% | -34.0% | -26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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