+129.4%
EFA vs OKTA
+601.1%
-471.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.7% | +3.7% | +1.3% |
| 7D | -1.5% | -2.4% | +0.9% | -1.3% |
| 30D | -1.7% | +13.0% | -14.7% | -3.4% |
| 3M | +3.5% | +41.7% | -38.2% | -1.0% |
| 6M | +9.5% | +105.9% | -96.5% | -0.6% |
| YTD | +12.9% | +92.6% | -79.7% | +3.0% |
| 1Y | +18.2% | +81.1% | -62.9% | +8.5% |
| 3Y | +64.8% | +84.8% | -20.0% | +47.8% |
| 5Y | +53.9% | -34.4% | +88.3% | +48.3% |
| All | +129.4% | +601.1% | -471.7% | +69.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling