+18.1%
EW vs OKTA
+114.8%
-96.7%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.7% | +3.7% | +4.4% |
| 7D | +8.3% | -14.2% | +22.5% | +8.8% |
| 30D | +13.9% | -12.5% | +26.4% | +14.3% |
| 3M | +10.9% | +29.2% | -18.3% | +9.7% |
| 6M | +19.2% | +147.3% | -128.1% | +14.7% |
| YTD | +16.6% | +120.9% | -104.4% | +12.2% |
| 1Y | +18.1% | +119.7% | -101.6% | +14.0% |
| All | +18.1% | +114.8% | -96.7% | +14.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling