+91.8%
OKTA vs ARMK
+121.1%
-29.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.2% | +4.2% | +3.5% |
| 7D | +5.9% | +0.3% | +5.5% | +5.7% |
| 30D | +14.6% | +2.4% | +12.2% | +13.1% |
| 3M | +44.0% | +6.1% | +37.9% | +40.2% |
| 6M | +116.7% | +41.8% | +75.0% | +87.9% |
| YTD | +99.8% | +55.5% | +44.2% | +66.1% |
| 1Y | +84.1% | +49.6% | +34.5% | +55.4% |
| All | +91.8% | +121.1% | -29.4% | +31.8% |
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