+119.7%
OKTA vs AR
+14.7%
+105.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.3% | +7.0% | +1.0% |
| 7D | -14.2% | -11.1% | -3.1% | -13.7% |
| 30D | -12.5% | +7.9% | -20.4% | -12.5% |
| 3M | +29.2% | +4.9% | +24.4% | +29.4% |
| 6M | +147.3% | -5.3% | +152.7% | +149.5% |
| YTD | +120.9% | +8.6% | +112.3% | +120.2% |
| 1Y | +119.7% | +13.7% | +106.0% | +115.8% |
| All | +119.7% | +14.7% | +105.0% | +115.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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