+627.8%
OKTA vs ED
+90.3%
+537.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -1.0% |
| 7D | +0.4% | -1.9% | +2.3% | +0.4% |
| 30D | +13.8% | +0.1% | +13.7% | +13.8% |
| 3M | +48.9% | 0.0% | +48.9% | +48.9% |
| 6M | +114.9% | -2.5% | +117.4% | +115.0% |
| YTD | +97.9% | +10.1% | +87.8% | +97.2% |
| 1Y | +89.7% | +13.6% | +76.1% | +88.7% |
| 3Y | +95.8% | +32.4% | +63.4% | +91.2% |
| 5Y | -32.6% | +69.9% | -102.5% | -35.8% |
| All | +627.8% | +90.3% | +537.5% | +581.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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