+72.2%
EWZ vs OKTA
+620.5%
-548.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.4% |
| 7D | +1.1% | +0.4% | +0.7% | +1.1% |
| 30D | +13.5% | +13.8% | -0.3% | +11.3% |
| 3M | +15.2% | +48.9% | -33.7% | +9.4% |
| 6M | +3.7% | +114.9% | -111.2% | -6.6% |
| YTD | +22.5% | +97.9% | -75.4% | +11.0% |
| 1Y | +35.3% | +89.7% | -54.4% | +23.0% |
| 3Y | +50.2% | +95.8% | -45.6% | +33.0% |
| 5Y | +64.6% | -32.6% | +97.2% | +63.2% |
| All | +72.2% | +620.5% | -548.3% | +19.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling