+43.6%
EWZ vs OKTA
+651.0%
-607.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.9% | -1.5% |
| 7D | +1.3% | -6.0% | +7.3% | +1.9% |
| 30D | -26.2% | -23.2% | -3.0% | -24.4% |
| 3M | -8.6% | +18.3% | -26.9% | -11.2% |
| 6M | -17.0% | +112.6% | -129.6% | -25.3% |
| YTD | +2.2% | +106.3% | -104.1% | -8.4% |
| 1Y | +2.7% | +108.0% | -105.4% | -8.1% |
| 3Y | +18.2% | +163.2% | -145.0% | +0.6% |
| 5Y | +56.0% | -30.9% | +86.9% | +53.9% |
| All | +43.6% | +651.0% | -607.4% | -1.0% |
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 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