+50.4%
EWZ vs OKTA
+91.3%
-40.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.8% | +3.7% | +2.1% |
| 7D | +5.6% | +0.7% | +4.9% | +5.5% |
| 30D | +9.3% | +13.0% | -3.7% | +8.0% |
| 3M | +15.7% | +43.4% | -27.7% | +11.8% |
| 6M | +7.4% | +107.6% | -100.2% | -0.3% |
| YTD | +22.7% | +93.8% | -71.1% | +14.4% |
| 1Y | +36.4% | +80.8% | -44.4% | +28.1% |
| 3Y | +50.4% | +91.8% | -41.4% | +39.0% |
| All | +50.4% | +91.3% | -40.9% | +39.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling