+625.6%
OKTA vs ARWR
+5,008.9%
-4,383.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | +2.6% | +1.7% | +0.9% | +2.2% |
| 30D | +16.0% | -0.7% | +16.7% | +16.0% |
| 3M | +38.2% | +14.9% | +23.3% | +32.7% |
| 6M | +137.8% | +32.6% | +105.2% | +118.1% |
| YTD | +97.3% | +30.0% | +67.2% | +80.7% |
| 1Y | +90.1% | +208.4% | -118.3% | +39.2% |
| 3Y | +98.0% | +208.8% | -110.8% | +29.7% |
| 5Y | -36.9% | +27.8% | -64.7% | -51.0% |
| All | +625.6% | +5,008.9% | -4,383.2% | +239.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling