+221.8%
EMR vs OKTA
+601.1%
-379.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.7% | +5.3% | +2.9% |
| 7D | -0.4% | -2.4% | +2.0% | -0.2% |
| 30D | -6.8% | +13.0% | -19.8% | -8.5% |
| 3M | +7.5% | +41.7% | -34.2% | +2.5% |
| 6M | +9.9% | +105.9% | -96.1% | -0.7% |
| YTD | +16.0% | +92.6% | -76.6% | +5.4% |
| 1Y | +12.4% | +81.1% | -68.6% | +2.9% |
| 3Y | +60.2% | +84.8% | -24.6% | +44.0% |
| 5Y | +67.9% | -34.4% | +102.3% | +60.2% |
| All | +221.8% | +601.1% | -379.3% | +127.3% |
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