+612.9%
OKTA vs EFX
+38.1%
+574.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.1% | +1.3% | -0.3% |
| 7D | +0.7% | -7.8% | +8.5% | +4.4% |
| 30D | +13.0% | -5.7% | +18.7% | +15.7% |
| 3M | +43.4% | +2.5% | +40.9% | +39.5% |
| 6M | +107.6% | -16.7% | +124.3% | +122.8% |
| YTD | +93.8% | -20.2% | +114.0% | +110.9% |
| 1Y | +80.8% | -31.4% | +112.2% | +109.8% |
| 3Y | +91.8% | -10.5% | +102.3% | +89.3% |
| 5Y | -36.4% | -35.2% | -1.2% | -29.3% |
| All | +612.9% | +38.1% | +574.7% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling