+608.2%
OKTA vs EAT
+459.5%
+148.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.7% | -2.5% |
| 7D | -2.4% | -7.7% | +5.3% | -1.2% |
| 30D | +13.0% | -13.6% | +26.6% | +15.3% |
| 3M | +41.7% | +33.9% | +7.8% | +33.9% |
| 6M | +105.9% | +47.2% | +58.7% | +89.9% |
| YTD | +92.6% | +48.1% | +44.5% | +77.2% |
| 1Y | +81.1% | +33.7% | +47.4% | +68.5% |
| 3Y | +84.8% | +595.8% | -510.9% | +24.7% |
| 5Y | -34.4% | +314.4% | -348.8% | -53.9% |
| All | +608.2% | +459.5% | +148.7% | +335.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling