+114.1%
EEM vs OKTA
+627.3%
-513.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.1% | -3.6% | -0.9% |
| 7D | +2.0% | +5.9% | -3.9% | +1.2% |
| 30D | +5.1% | +14.6% | -9.5% | +2.7% |
| 3M | +4.6% | +44.0% | -39.4% | -0.9% |
| 6M | +17.8% | +116.7% | -98.9% | +4.7% |
| YTD | +25.8% | +99.8% | -73.9% | +12.6% |
| 1Y | +36.4% | +84.1% | -47.7% | +23.3% |
| 3Y | +90.0% | +97.7% | -7.7% | +65.8% |
| 5Y | +46.6% | -35.2% | +81.7% | +43.0% |
| All | +114.1% | +627.3% | -513.2% | +46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OKTA.
Daily Out/Under-Performance
Portfolio return minus OKTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKTA 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 OKTA 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