+105.5%
EOG vs OKTA
+605.7%
-500.2%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.2% |
| 7D | -2.0% | +0.7% | -2.7% | -2.1% |
| 30D | +7.9% | +13.0% | -5.1% | +6.6% |
| 3M | +4.5% | +43.4% | -38.9% | +1.2% |
| 6M | +12.3% | +107.6% | -95.3% | +4.9% |
| YTD | +41.9% | +93.8% | -51.9% | +32.9% |
| 1Y | +27.8% | +80.8% | -53.0% | +20.3% |
| 3Y | +21.8% | +91.8% | -70.0% | +12.3% |
| 5Y | +174.0% | -36.4% | +210.4% | +167.2% |
| All | +105.5% | +605.7% | -500.2% | +53.1% |
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 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