+90.1%
OKTA vs AG
+125.2%
-35.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +0.2% |
| 7D | +2.6% | +1.0% | +1.6% | +2.6% |
| 30D | +16.0% | +19.2% | -3.2% | +15.2% |
| 3M | +38.2% | +6.2% | +32.0% | +37.4% |
| 6M | +137.8% | -26.7% | +164.5% | +138.4% |
| YTD | +97.3% | +26.1% | +71.2% | +88.9% |
| 1Y | +90.1% | +131.7% | -41.6% | +78.1% |
| All | +90.1% | +125.2% | -35.1% | +78.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 1y: compounded portfolio wealth divided by compounded AG 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…
1y analysis · Full analysis span regression · 6 months rolling