+90.1%
OKTA vs AON
-13.5%
+103.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.2% |
| 7D | +2.6% | -9.1% | +11.7% | +3.2% |
| 30D | +16.0% | -10.2% | +26.3% | +17.0% |
| 3M | +38.2% | +0.5% | +37.7% | +34.1% |
| 6M | +137.8% | -4.8% | +142.6% | +130.7% |
| YTD | +97.3% | -8.0% | +105.3% | +92.0% |
| 1Y | +90.1% | -13.1% | +103.2% | +80.5% |
| All | +90.1% | -13.5% | +103.6% | +80.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON 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 AON 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