+625.6%
OKTA vs AR
+71.0%
+554.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.2% |
| 7D | +2.6% | +2.5% | +0.1% | +2.4% |
| 30D | +16.0% | +14.8% | +1.2% | +14.8% |
| 3M | +38.2% | +6.2% | +31.9% | +37.4% |
| 6M | +137.8% | +4.3% | +133.5% | +136.6% |
| YTD | +97.3% | +14.4% | +82.9% | +94.8% |
| 1Y | +90.1% | +21.3% | +68.8% | +86.6% |
| 3Y | +98.0% | +39.8% | +58.2% | +91.7% |
| 5Y | -36.9% | +142.1% | -179.0% | -39.8% |
| All | +625.6% | +71.0% | +554.7% | +690.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling