+84.8%
OKTA vs AON
-7.5%
+92.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.7% | -1.0% | -2.4% |
| 7D | -2.4% | -6.3% | +3.9% | -1.5% |
| 30D | +13.0% | -14.1% | +27.1% | +15.4% |
| 3M | +41.7% | -9.5% | +51.2% | +42.1% |
| 6M | +105.9% | -4.0% | +110.0% | +103.8% |
| YTD | +92.6% | -13.8% | +106.4% | +94.2% |
| 1Y | +81.1% | -18.3% | +99.3% | +84.6% |
| 3Y | +84.8% | -7.2% | +92.0% | +83.6% |
| All | +84.8% | -7.5% | +92.3% | +83.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling