+625.6%
OKTA vs ACWI
+206.1%
+419.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +2.6% | +0.5% | +2.1% | +2.0% |
| 30D | +16.0% | +0.9% | +15.2% | +15.0% |
| 3M | +38.2% | +2.4% | +35.8% | +34.2% |
| 6M | +137.8% | +12.4% | +125.4% | +103.3% |
| YTD | +97.3% | +15.2% | +82.1% | +63.4% |
| 1Y | +90.1% | +22.7% | +67.4% | +44.9% |
| 3Y | +98.0% | +75.8% | +22.2% | -4.3% |
| 5Y | -36.9% | +67.7% | -104.6% | -66.4% |
| All | +625.6% | +206.1% | +419.6% | +96.9% |
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 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