-33.3%
OKTA vs EFV
+95.9%
-129.2%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.1% | -3.8% | -3.8% |
| 7D | -2.4% | -0.8% | -1.6% | -1.7% |
| 30D | +13.0% | +0.6% | +12.4% | +12.1% |
| 3M | +41.7% | +7.5% | +34.2% | +31.1% |
| 6M | +105.9% | +13.0% | +92.9% | +79.4% |
| YTD | +92.6% | +18.3% | +74.2% | +57.8% |
| 1Y | +81.1% | +26.7% | +54.3% | +36.8% |
| 3Y | +84.8% | +89.6% | -4.7% | -13.8% |
| All | -33.3% | +95.9% | -129.2% | -72.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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