+608.2%
OKTA vs EIX
+3.9%
+604.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.3% | -1.4% | -2.5% |
| 7D | -2.4% | -1.4% | -1.0% | -2.3% |
| 30D | +13.0% | -19.3% | +32.3% | +15.4% |
| 3M | +41.7% | -21.7% | +63.4% | +45.1% |
| 6M | +105.9% | -19.8% | +125.8% | +109.2% |
| YTD | +92.6% | -3.0% | +95.6% | +87.5% |
| 1Y | +81.1% | +5.1% | +76.0% | +72.9% |
| 3Y | +84.8% | -7.0% | +91.8% | +77.7% |
| 5Y | -34.4% | +22.0% | -56.5% | -40.6% |
| All | +608.2% | +3.9% | +604.3% | +517.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling