+627.8%
OKTA vs AG
+129.8%
+498.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.9% | +3.9% | -0.4% |
| 7D | +0.4% | -5.8% | +6.2% | +1.1% |
| 30D | +13.8% | +6.4% | +7.5% | +12.9% |
| 3M | +48.9% | +28.4% | +20.5% | +44.0% |
| 6M | +114.9% | -24.5% | +139.4% | +119.2% |
| YTD | +97.9% | +21.2% | +76.7% | +88.2% |
| 1Y | +89.7% | +114.1% | -24.4% | +66.2% |
| 3Y | +95.8% | +268.0% | -172.2% | +53.4% |
| 5Y | -32.6% | +67.3% | -100.0% | -43.9% |
| All | +627.8% | +129.8% | +498.1% | +488.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling