+163.2%
OKTA vs ACWI
+74.9%
+88.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -19.2% |
| 3M | +18.3% | -3.4% | +21.7% | +24.5% |
| 6M | +112.6% | +0.8% | +111.8% | +112.5% |
| YTD | +106.3% | +10.7% | +95.6% | +81.0% |
| 1Y | +108.0% | +11.6% | +96.4% | +80.4% |
| 3Y | +163.2% | +73.4% | +89.8% | +7.9% |
| All | +163.2% | +74.9% | +88.3% | +7.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling