+148.7%
EWY vs OKTA
-34.5%
+183.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.7% | +5.9% | +3.6% |
| 7D | -0.1% | -2.4% | +2.3% | +0.2% |
| 30D | +7.3% | +13.0% | -5.7% | +4.9% |
| 3M | -5.1% | +41.7% | -46.8% | -10.3% |
| 6M | +42.1% | +105.9% | -63.9% | +26.7% |
| YTD | +94.1% | +92.6% | +1.6% | +73.9% |
| 1Y | +147.8% | +81.1% | +66.8% | +123.9% |
| 3Y | +222.9% | +84.8% | +138.1% | +183.9% |
| All | +148.7% | -34.5% | +183.2% | +134.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling