+676.4%
OKTA vs AR
+67.9%
+608.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.1% |
| 7D | +6.6% | +6.4% | +0.2% | +6.2% |
| 30D | -19.4% | +3.1% | -22.5% | -19.6% |
| 3M | +23.9% | +3.3% | +20.6% | +23.5% |
| 6M | +130.9% | +6.6% | +124.3% | +129.4% |
| YTD | +111.1% | +12.3% | +98.8% | +108.6% |
| 1Y | +115.5% | +12.3% | +103.2% | +112.8% |
| 3Y | +169.4% | +50.4% | +118.9% | +159.8% |
| 5Y | -30.2% | +101.0% | -131.2% | -33.1% |
| All | +676.4% | +67.9% | +608.5% | +746.1% |
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