-32.0%
OKTA vs ARWR
+26.2%
-58.1%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.9% | +6.0% | +3.7% |
| 7D | +5.9% | -3.2% | +9.1% | +6.6% |
| 30D | +14.6% | -6.5% | +21.0% | +16.1% |
| 3M | +44.0% | +12.7% | +31.3% | +38.6% |
| 6M | +116.7% | +36.2% | +80.5% | +96.3% |
| YTD | +99.8% | +24.5% | +75.3% | +83.6% |
| 1Y | +84.1% | +198.0% | -113.9% | +30.9% |
| 3Y | +97.7% | +176.4% | -78.7% | +24.5% |
| All | -32.0% | +26.2% | -58.1% | -46.6% |
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