+75.4%
EQT vs OKTA
+620.5%
-545.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.7% |
| 7D | -1.2% | +0.4% | -1.6% | -1.2% |
| 30D | +1.1% | +13.8% | -12.7% | 0.0% |
| 3M | +4.8% | +48.9% | -44.1% | +1.7% |
| 6M | -10.6% | +114.9% | -125.5% | -15.9% |
| YTD | +3.4% | +97.9% | -94.4% | -2.3% |
| 1Y | +8.7% | +89.7% | -81.0% | +2.9% |
| 3Y | +35.0% | +95.8% | -60.9% | +26.3% |
| 5Y | +204.2% | -32.6% | +236.9% | +186.0% |
| All | +75.4% | +620.5% | -545.1% | +44.8% |
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