+168.0%
OKTA vs ED
+50.2%
+117.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | +0.9% |
| 7D | +8.4% | +2.1% | +6.3% | +9.5% |
| 30D | -13.7% | +10.4% | -24.1% | -9.0% |
| 3M | +18.0% | +12.5% | +5.5% | +26.1% |
| 6M | +133.8% | +14.9% | +118.9% | +152.7% |
| YTD | +111.5% | +24.8% | +86.7% | +133.9% |
| 1Y | +118.3% | +23.8% | +94.5% | +141.4% |
| 3Y | +168.0% | +51.6% | +116.4% | +173.9% |
| All | +168.0% | +50.2% | +117.9% | +173.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling