+90.1%
OKTA vs EIX
+7.5%
+82.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | +0.4% |
| 7D | +2.6% | -19.1% | +21.7% | -3.0% |
| 30D | +16.0% | -16.9% | +32.9% | +11.1% |
| 3M | +38.2% | -20.0% | +58.2% | +30.8% |
| 6M | +137.8% | -21.3% | +159.1% | +125.4% |
| YTD | +97.3% | -1.7% | +99.0% | +97.6% |
| 1Y | +90.1% | +9.6% | +80.5% | +93.5% |
| All | +90.1% | +7.5% | +82.6% | +93.5% |
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