+675.2%
OKTA vs ACWI
+197.6%
+477.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.2% | +1.0% | +0.7% |
| 7D | -4.6% | -0.7% | -3.9% | -3.4% |
| 30D | -19.7% | -2.0% | -17.7% | -17.0% |
| 3M | +21.2% | -2.2% | +23.4% | +25.5% |
| 6M | +123.1% | +1.9% | +121.2% | +119.7% |
| YTD | +110.8% | +12.0% | +98.8% | +81.9% |
| 1Y | +113.0% | +12.5% | +100.4% | +82.6% |
| 3Y | +168.9% | +75.4% | +93.5% | +30.7% |
| 5Y | -28.7% | +61.5% | -90.2% | -60.0% |
| All | +675.2% | +197.6% | +477.6% | +119.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling