+119.7%
OKTA vs ARMK
+41.1%
+78.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.2% | +4.9% | +1.3% |
| 7D | -14.2% | -5.8% | -8.4% | -13.4% |
| 30D | -12.5% | -5.3% | -7.2% | -11.8% |
| 3M | +29.2% | -6.7% | +36.0% | +29.7% |
| 6M | +147.3% | +17.4% | +130.0% | +137.6% |
| YTD | +120.9% | +43.0% | +77.9% | +92.3% |
| 1Y | +119.7% | +40.3% | +79.4% | +92.4% |
| All | +119.7% | +41.1% | +78.6% | +92.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 1y: compounded portfolio wealth divided by compounded ARMK 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…
1y analysis · Full analysis span regression · 6 months rolling