+119.7%
OKTA vs AON
+2.1%
+117.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.4% | -3.7% | +1.2% |
| 7D | -14.2% | +9.4% | -23.6% | -13.5% |
| 30D | -12.5% | +27.0% | -39.5% | -11.7% |
| 3M | +29.2% | -3.1% | +32.4% | +32.5% |
| 6M | +147.3% | +10.0% | +137.4% | +141.3% |
| YTD | +120.9% | -1.6% | +122.5% | +118.6% |
| 1Y | +119.7% | +0.9% | +118.8% | +118.1% |
| All | +119.7% | +2.1% | +117.6% | +118.1% |
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