+168.0%
OKTA vs AG
+195.3%
-27.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +0.4% |
| 7D | +8.4% | -10.0% | +18.4% | +9.5% |
| 30D | -13.7% | -10.5% | -3.2% | -12.8% |
| 3M | +18.0% | -27.3% | +45.3% | +21.3% |
| 6M | +133.8% | -43.0% | +176.8% | +144.2% |
| YTD | +111.5% | -17.9% | +129.4% | +107.9% |
| 1Y | +118.3% | +11.9% | +106.4% | +106.0% |
| 3Y | +168.0% | +201.8% | -33.8% | +103.5% |
| All | +168.0% | +195.3% | -27.3% | +103.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling