+90.1%
OKTA vs AR
+22.7%
+67.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.1% |
| 7D | +2.6% | +2.5% | +0.1% | +2.5% |
| 30D | +16.0% | +14.8% | +1.2% | +15.3% |
| 3M | +38.2% | +6.2% | +31.9% | +38.1% |
| 6M | +137.8% | +4.3% | +133.5% | +136.0% |
| YTD | +97.3% | +14.4% | +82.9% | +95.5% |
| 1Y | +90.1% | +21.3% | +68.8% | +90.3% |
| All | +90.1% | +22.7% | +67.4% | +90.3% |
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