+175.6%
EW vs OKTA
+620.5%
-444.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +0.9% |
| 7D | -3.4% | +0.4% | -3.8% | -3.4% |
| 30D | -7.4% | +13.8% | -21.2% | -10.3% |
| 3M | +0.9% | +48.9% | -48.0% | -7.6% |
| 6M | +1.2% | +114.9% | -113.8% | -15.1% |
| YTD | +1.8% | +97.9% | -96.1% | -13.8% |
| 1Y | +10.8% | +89.7% | -78.8% | -5.6% |
| 3Y | +17.1% | +95.8% | -78.7% | -5.4% |
| 5Y | -28.2% | -32.6% | +4.4% | -30.7% |
| All | +175.6% | +620.5% | -444.9% | +44.1% |
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 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