+128.8%
IEFA vs OKTA
+620.5%
-491.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.8% |
| 7D | -2.4% | +0.4% | -2.8% | -2.5% |
| 30D | -2.1% | +13.8% | -15.9% | -3.9% |
| 3M | +5.5% | +48.9% | -43.4% | +0.4% |
| 6M | +8.1% | +114.9% | -106.8% | -2.3% |
| YTD | +11.9% | +97.9% | -86.0% | +1.7% |
| 1Y | +18.1% | +89.7% | -71.6% | +7.7% |
| 3Y | +65.5% | +95.8% | -30.4% | +47.2% |
| 5Y | +50.1% | -32.6% | +82.7% | +44.2% |
| All | +128.8% | +620.5% | -491.7% | +67.9% |
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