+90.0%
OKTA vs EAT
+585.9%
-496.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.7% | -0.9% |
| 7D | +0.4% | -6.2% | +6.6% | +1.0% |
| 30D | +13.8% | -3.0% | +16.8% | +13.6% |
| 3M | +48.9% | +45.6% | +3.3% | +40.3% |
| 6M | +114.9% | +53.5% | +61.4% | +99.1% |
| YTD | +97.9% | +49.6% | +48.3% | +84.0% |
| 1Y | +89.7% | +38.9% | +50.8% | +78.1% |
| All | +90.0% | +585.9% | -496.0% | +10.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling