+119.7%
OKTA vs EIX
+18.9%
+100.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.1% | -2.4% | +1.7% |
| 7D | -14.2% | +4.5% | -18.7% | -12.9% |
| 30D | -12.5% | +15.2% | -27.7% | -8.4% |
| 3M | +29.2% | -11.6% | +40.8% | +25.3% |
| 6M | +147.3% | -8.4% | +155.7% | +150.0% |
| YTD | +120.9% | +8.2% | +112.7% | +132.8% |
| 1Y | +119.7% | +16.6% | +103.1% | +133.2% |
| All | +119.7% | +18.9% | +100.8% | +133.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 1y: compounded portfolio wealth divided by compounded EIX 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…
1y analysis · Full analysis span regression · 6 months rolling