+69.1%
EWZ vs OKTA
+618.3%
-549.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +6.5% | +2.6% | +3.9% | +6.2% |
| 30D | +4.8% | +16.0% | -11.2% | +2.6% |
| 3M | +9.9% | +38.2% | -28.3% | +5.2% |
| 6M | +1.9% | +137.8% | -135.9% | -9.5% |
| YTD | +20.3% | +97.3% | -77.0% | +9.0% |
| 1Y | +35.6% | +90.1% | -54.5% | +23.3% |
| 3Y | +43.4% | +98.0% | -54.6% | +26.9% |
| 5Y | +55.9% | -36.9% | +92.9% | +56.5% |
| All | +69.1% | +618.3% | -549.3% | +17.8% |
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