+608.2%
OKTA vs ARES
+937.2%
-329.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.8% | -3.5% | -3.1% |
| 7D | -2.4% | -6.1% | +3.7% | +0.7% |
| 30D | +13.0% | -7.5% | +20.6% | +17.8% |
| 3M | +41.7% | +0.1% | +41.6% | +40.5% |
| 6M | +105.9% | +30.3% | +75.7% | +76.9% |
| YTD | +92.6% | -16.6% | +109.2% | +106.4% |
| 1Y | +81.1% | -26.1% | +107.2% | +105.2% |
| 3Y | +84.8% | +36.4% | +48.4% | +43.0% |
| 5Y | -34.4% | +95.0% | -129.4% | -58.4% |
| All | +608.2% | +937.2% | -329.0% | +132.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ARES.
Daily Out/Under-Performance
Portfolio return minus ARES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARES 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 ARES 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