+677.8%
OKTA vs AR
+68.1%
+609.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +8.4% | +7.4% | +1.0% | +7.9% |
| 30D | -13.7% | +5.8% | -19.5% | -14.1% |
| 3M | +18.0% | +5.2% | +12.8% | +17.5% |
| 6M | +133.8% | +5.4% | +128.4% | +132.5% |
| YTD | +111.5% | +12.4% | +99.1% | +108.9% |
| 1Y | +118.3% | +12.8% | +105.5% | +115.5% |
| 3Y | +168.0% | +47.2% | +120.8% | +158.8% |
| 5Y | -30.1% | +101.1% | -131.2% | -33.0% |
| All | +677.8% | +68.1% | +609.8% | +747.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling