+627.8%
OKTA vs AON
+180.8%
+447.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -2.0% | -1.4% |
| 7D | +0.4% | -5.9% | +6.3% | +2.9% |
| 30D | +13.8% | -13.7% | +27.5% | +20.2% |
| 3M | +48.9% | -8.3% | +57.2% | +52.1% |
| 6M | +114.9% | -3.6% | +118.6% | +114.6% |
| YTD | +97.9% | -12.4% | +110.2% | +105.2% |
| 1Y | +89.7% | -14.6% | +104.3% | +98.5% |
| 3Y | +95.8% | -5.7% | +101.5% | +91.3% |
| 5Y | -32.6% | +9.1% | -41.8% | -39.6% |
| All | +627.8% | +180.8% | +447.0% | +255.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling