+625.6%
OKTA vs ARMK
+141.5%
+484.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.3% |
| 7D | +2.6% | -2.4% | +5.0% | +3.2% |
| 30D | +16.0% | 0.0% | +16.0% | +15.7% |
| 3M | +38.2% | +6.7% | +31.5% | +35.4% |
| 6M | +137.8% | +38.8% | +99.0% | +116.3% |
| YTD | +97.3% | +55.2% | +42.1% | +73.9% |
| 1Y | +90.1% | +46.6% | +43.5% | +70.0% |
| 3Y | +98.0% | +112.9% | -14.9% | +59.3% |
| 5Y | -36.9% | +144.0% | -180.9% | -50.5% |
| All | +625.6% | +141.5% | +484.2% | +489.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling