+448.8%
EWT vs OKTA
+627.3%
-178.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.1% | -2.9% | -0.2% |
| 7D | +2.1% | +5.9% | -3.7% | +1.3% |
| 30D | +9.4% | +14.6% | -5.2% | +6.8% |
| 3M | +10.9% | +44.0% | -33.1% | +4.7% |
| 6M | +57.9% | +116.7% | -58.8% | +39.7% |
| YTD | +75.9% | +99.8% | -23.9% | +56.7% |
| 1Y | +89.7% | +84.1% | +5.6% | +70.8% |
| 3Y | +200.9% | +97.7% | +103.2% | +162.7% |
| 5Y | +154.5% | -35.2% | +189.7% | +144.4% |
| All | +448.8% | +627.3% | -178.5% | +282.8% |
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