+625.6%
OKTA vs ED
+91.3%
+534.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.1% |
| 7D | +2.6% | -0.2% | +2.8% | +2.6% |
| 30D | +16.0% | -0.1% | +16.2% | +16.0% |
| 3M | +38.2% | +3.9% | +34.2% | +38.2% |
| 6M | +137.8% | -3.0% | +140.8% | +137.9% |
| YTD | +97.3% | +10.7% | +86.6% | +96.6% |
| 1Y | +90.1% | +13.3% | +76.8% | +89.2% |
| 3Y | +98.0% | +34.5% | +63.5% | +93.2% |
| 5Y | -36.9% | +67.1% | -104.1% | -39.7% |
| All | +625.6% | +91.3% | +534.3% | +579.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling