-37.1%
OKTA vs AR
+148.0%
-185.1%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -0.9% | -1.6% |
| 7D | +0.7% | -1.8% | +2.5% | +1.0% |
| 30D | +13.0% | +12.6% | +0.4% | +10.5% |
| 3M | +43.4% | +10.0% | +33.4% | +40.4% |
| 6M | +107.6% | +0.6% | +107.0% | +106.2% |
| YTD | +93.8% | +13.4% | +80.4% | +87.6% |
| 1Y | +80.8% | +21.7% | +59.1% | +71.7% |
| 3Y | +91.8% | +45.8% | +46.0% | +72.9% |
| All | -37.1% | +148.0% | -185.1% | -43.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling