+627.8%
OKTA vs ACWI
+200.2%
+427.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | +0.2% |
| 7D | +0.4% | -1.9% | +2.4% | +3.0% |
| 30D | +13.8% | -1.3% | +15.1% | +16.0% |
| 3M | +48.9% | +5.0% | +43.9% | +40.0% |
| 6M | +114.9% | +11.7% | +103.2% | +85.5% |
| YTD | +97.9% | +13.0% | +84.9% | +68.1% |
| 1Y | +89.7% | +19.2% | +70.4% | +50.1% |
| 3Y | +95.8% | +75.0% | +20.8% | -4.8% |
| 5Y | -32.6% | +67.1% | -99.7% | -63.8% |
| All | +627.8% | +200.2% | +427.6% | +102.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 10y: compounded portfolio wealth divided by compounded ACWI 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…
10y analysis · Full analysis span regression · 6 months rolling