+221.7%
EMR vs OKTA
+605.7%
-384.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.3% | -0.2% |
| 7D | +3.1% | +0.7% | +2.4% | +3.0% |
| 30D | -3.5% | +13.0% | -16.5% | -5.3% |
| 3M | +9.8% | +43.4% | -33.7% | +4.6% |
| 6M | +10.8% | +107.6% | -96.8% | 0.0% |
| YTD | +15.9% | +93.8% | -77.9% | +5.3% |
| 1Y | +16.4% | +80.8% | -64.4% | +6.6% |
| 3Y | +62.1% | +91.8% | -29.7% | +45.1% |
| 5Y | +62.9% | -36.4% | +99.3% | +56.0% |
| All | +221.7% | +605.7% | -384.0% | +127.2% |
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