-32.6%
OKTA vs EAT
+308.2%
-340.8%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.7% | -0.9% |
| 7D | +0.4% | -6.2% | +6.6% | +2.0% |
| 30D | +13.8% | -3.0% | +16.8% | +13.7% |
| 3M | +48.9% | +45.6% | +3.3% | +32.5% |
| 6M | +114.9% | +53.5% | +61.4% | +85.4% |
| YTD | +97.9% | +49.6% | +48.3% | +71.5% |
| 1Y | +89.7% | +38.9% | +50.8% | +66.6% |
| 3Y | +95.8% | +589.7% | -493.8% | -14.7% |
| 5Y | -32.6% | +318.7% | -351.3% | -70.6% |
| All | -32.6% | +308.2% | -340.8% | -70.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling