+81.1%
OKTA vs AON
-16.9%
+98.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.7% | -1.0% | -2.6% |
| 7D | -2.4% | -6.3% | +3.9% | -2.2% |
| 30D | +13.0% | -14.1% | +27.1% | +13.7% |
| 3M | +41.7% | -9.5% | +51.2% | +39.4% |
| 6M | +105.9% | -4.0% | +110.0% | +100.2% |
| YTD | +92.6% | -13.8% | +106.4% | +87.2% |
| 1Y | +81.1% | -18.3% | +99.3% | +65.4% |
| All | +81.1% | -16.9% | +98.0% | +65.4% |
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