+91.8%
OKTA vs AG
+278.6%
-186.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.1% | +1.0% | +2.9% |
| 7D | +5.9% | -0.1% | +6.0% | +5.9% |
| 30D | +14.6% | +12.5% | +2.1% | +13.1% |
| 3M | +44.0% | +28.2% | +15.8% | +39.9% |
| 6M | +116.7% | -18.8% | +135.5% | +119.0% |
| YTD | +99.8% | +27.4% | +72.4% | +88.3% |
| 1Y | +84.1% | +132.2% | -48.1% | +58.3% |
| All | +91.8% | +278.6% | -186.9% | +43.0% |
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