+608.2%
OKTA vs EFX
+36.0%
+572.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.3% | -3.0% |
| 7D | -2.4% | -4.5% | +2.1% | -0.3% |
| 30D | +13.0% | -6.1% | +19.1% | +15.9% |
| 3M | +41.7% | +6.2% | +35.5% | +35.4% |
| 6M | +105.9% | -11.2% | +117.1% | +114.6% |
| YTD | +92.6% | -21.4% | +114.0% | +110.9% |
| 1Y | +81.1% | -34.3% | +115.4% | +114.4% |
| 3Y | +84.8% | -12.5% | +97.4% | +84.3% |
| 5Y | -34.4% | -35.6% | +1.1% | -26.9% |
| All | +608.2% | +36.0% | +572.2% | +437.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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