+277.3%
EWY vs OKTA
+627.3%
-350.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.1% | -2.6% | 0.0% |
| 7D | +6.7% | +5.9% | +0.8% | +5.8% |
| 30D | +17.0% | +14.6% | +2.4% | +14.1% |
| 3M | +3.7% | +44.0% | -40.3% | -2.1% |
| 6M | +42.5% | +116.7% | -74.2% | +26.1% |
| YTD | +96.2% | +99.8% | -3.5% | +74.7% |
| 1Y | +160.4% | +84.1% | +76.3% | +134.3% |
| 3Y | +231.7% | +97.7% | +134.0% | +188.5% |
| 5Y | +153.3% | -35.2% | +188.4% | +142.9% |
| All | +277.3% | +627.3% | -350.1% | +158.3% |
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