+658.7%
OKTA vs ACWI
+194.2%
+464.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +1.1% |
| 7D | -6.0% | -0.2% | -5.8% | -5.4% |
| 30D | -23.2% | -3.3% | -19.9% | -19.1% |
| 3M | +18.3% | -3.4% | +21.7% | +24.6% |
| 6M | +112.6% | +0.8% | +111.8% | +112.2% |
| YTD | +106.3% | +10.7% | +95.6% | +80.7% |
| 1Y | +108.0% | +11.6% | +96.4% | +80.3% |
| 3Y | +163.2% | +73.4% | +89.8% | +29.8% |
| 5Y | -30.9% | +60.2% | -91.1% | -60.8% |
| All | +658.7% | +194.2% | +464.4% | +117.7% |
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