+70.0%
EWZ vs OKTA
+627.3%
-557.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.1% | -4.5% | -1.7% |
| 7D | -0.1% | +5.9% | -5.9% | -0.7% |
| 30D | +8.2% | +14.6% | -6.4% | +6.1% |
| 3M | +13.3% | +44.0% | -30.7% | +8.0% |
| 6M | +3.6% | +116.7% | -113.1% | -6.8% |
| YTD | +21.0% | +99.8% | -78.8% | +9.5% |
| 1Y | +34.7% | +84.1% | -49.4% | +22.9% |
| 3Y | +48.3% | +97.7% | -49.4% | +31.2% |
| 5Y | +60.1% | -35.2% | +95.2% | +60.0% |
| All | +70.0% | +627.3% | -557.3% | +18.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling