+119.7%
OKTA vs EAT
+109.8%
+9.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.3% | -5.6% | +1.0% |
| 7D | -14.2% | -0.1% | -14.1% | -14.2% |
| 30D | -12.5% | +13.5% | -26.0% | -11.7% |
| 3M | +29.2% | +1.0% | +28.2% | +28.8% |
| 6M | +147.3% | +57.3% | +90.1% | +139.0% |
| YTD | +120.9% | +53.6% | +67.3% | +115.1% |
| 1Y | +119.7% | +110.8% | +8.9% | +127.3% |
| All | +119.7% | +109.8% | +9.8% | +127.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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