-35.2%
OKTA vs ACWI
+67.2%
-102.4%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.6% | +3.7% | +4.1% |
| 7D | +5.9% | 0.0% | +5.9% | +5.9% |
| 30D | +14.6% | -0.6% | +15.2% | +15.9% |
| 3M | +44.0% | +4.3% | +39.7% | +34.8% |
| 6M | +116.7% | +12.7% | +104.0% | +77.2% |
| YTD | +99.8% | +13.9% | +85.8% | +59.8% |
| 1Y | +84.1% | +20.5% | +63.5% | +33.6% |
| 3Y | +97.7% | +76.5% | +21.2% | -27.6% |
| 5Y | -35.2% | +67.5% | -102.7% | -71.7% |
| All | -35.2% | +67.2% | -102.4% | -71.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling