0.0%
EWZ vs OKTA
+113.0%
-113.0%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.0% |
| 7D | +0.1% | +6.6% | -6.6% | 0.0% |
| 30D | -25.9% | -19.4% | -6.4% | -25.7% |
| 3M | -6.1% | +23.9% | -30.1% | -6.1% |
| 6M | -16.1% | +130.9% | -147.0% | -16.3% |
| YTD | +1.0% | +111.1% | -110.1% | +1.7% |
| 1Y | 0.0% | +115.5% | -115.6% | -0.6% |
| All | 0.0% | +113.0% | -113.0% | -0.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling