+168.0%
OKTA vs ARMK
+96.6%
+71.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | +8.4% | +2.7% | +5.7% | +7.5% |
| 30D | -13.7% | -1.5% | -12.2% | -13.3% |
| 3M | +18.0% | -11.6% | +29.6% | +22.4% |
| 6M | +133.8% | +6.7% | +127.1% | +127.0% |
| YTD | +111.5% | +47.4% | +64.1% | +80.6% |
| 1Y | +118.3% | +41.5% | +76.8% | +89.4% |
| 3Y | +168.0% | +95.5% | +72.5% | +114.7% |
| All | +168.0% | +96.6% | +71.4% | +114.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling