+612.9%
OKTA vs ARES
+992.2%
-379.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.2% |
| 7D | +0.7% | -0.3% | +1.0% | +0.9% |
| 30D | +13.0% | +1.3% | +11.7% | +12.4% |
| 3M | +43.4% | +10.4% | +33.1% | +35.4% |
| 6M | +107.6% | +29.0% | +78.6% | +79.3% |
| YTD | +93.8% | -12.2% | +106.0% | +102.6% |
| 1Y | +80.8% | -18.4% | +99.3% | +94.7% |
| 3Y | +91.8% | +43.2% | +48.6% | +44.9% |
| 5Y | -36.4% | +102.6% | -139.0% | -60.4% |
| All | +612.9% | +992.2% | -379.3% | +128.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling