-29.7%
OKTA vs ARWR
-34.9%
+5.2%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.2% | -0.1% |
| 7D | +8.4% | -17.8% | +26.3% | +12.6% |
| 30D | -13.7% | -18.1% | +4.4% | -10.1% |
| 3M | +18.0% | -44.2% | +62.2% | +33.0% |
| 6M | +133.8% | -38.6% | +172.5% | +154.6% |
| YTD | +111.5% | -28.0% | +139.5% | +117.4% |
| 1Y | +118.3% | +16.1% | +102.2% | +94.5% |
| 3Y | +168.0% | +84.0% | +84.0% | +77.4% |
| All | -29.7% | -34.9% | +5.2% | -34.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling