+627.8%
OKTA vs ARWR
+4,797.0%
-4,169.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.0% |
| 7D | +0.4% | -4.3% | +4.7% | +1.3% |
| 30D | +13.8% | -7.3% | +21.1% | +15.5% |
| 3M | +48.9% | +17.0% | +31.9% | +42.3% |
| 6M | +114.9% | +39.8% | +75.1% | +94.9% |
| YTD | +97.9% | +24.7% | +73.2% | +82.9% |
| 1Y | +89.7% | +186.5% | -96.8% | +41.4% |
| 3Y | +95.8% | +176.8% | -81.0% | +31.8% |
| 5Y | -32.6% | +29.3% | -62.0% | -47.9% |
| All | +627.8% | +4,797.0% | -4,169.2% | +243.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 10y: compounded portfolio wealth divided by compounded ARWR 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…
10y analysis · Full analysis span regression · 6 months rolling