+97.9%
EWT vs OKTA
+90.9%
+7.0%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | +4.0% | +2.6% | +1.3% | +3.7% |
| 30D | +10.3% | +16.0% | -5.7% | +8.4% |
| 3M | +6.1% | +38.2% | -32.1% | +2.2% |
| 6M | +56.6% | +137.8% | -81.2% | +41.9% |
| YTD | +76.6% | +97.3% | -20.7% | +64.8% |
| 1Y | +97.9% | +90.1% | +7.8% | +88.2% |
| All | +97.9% | +90.9% | +7.0% | +88.2% |
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 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