+634.8%
OKTA vs AR
+69.7%
+565.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.1% | +3.0% | +3.1% |
| 7D | +5.9% | -1.2% | +7.1% | +6.0% |
| 30D | +14.6% | +5.5% | +9.0% | +14.1% |
| 3M | +44.0% | +12.9% | +31.1% | +42.6% |
| 6M | +116.7% | +0.1% | +116.6% | +116.2% |
| YTD | +99.8% | +13.5% | +86.2% | +97.3% |
| 1Y | +84.1% | +21.6% | +62.5% | +80.6% |
| 3Y | +97.7% | +46.0% | +51.7% | +91.0% |
| 5Y | -35.2% | +143.7% | -178.9% | -38.2% |
| All | +634.8% | +69.7% | +565.0% | +700.5% |
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