+91.8%
OKTA vs AR
+44.7%
+47.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -0.9% | -1.6% |
| 7D | +0.7% | -1.8% | +2.5% | +1.1% |
| 30D | +13.0% | +12.6% | +0.4% | +10.3% |
| 3M | +43.4% | +10.0% | +33.4% | +40.2% |
| 6M | +107.6% | +0.6% | +107.0% | +106.0% |
| YTD | +93.8% | +13.4% | +80.4% | +86.7% |
| 1Y | +80.8% | +21.7% | +59.1% | +70.1% |
| 3Y | +91.8% | +45.8% | +46.0% | +70.4% |
| All | +91.8% | +44.7% | +47.1% | +70.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling