-29.7%
OKTA vs EIX
+18.4%
-48.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.2% |
| 7D | +8.4% | +1.4% | +7.0% | +8.3% |
| 30D | -13.7% | +8.5% | -22.3% | -14.3% |
| 3M | +18.0% | -13.5% | +31.5% | +19.2% |
| 6M | +133.8% | -12.4% | +146.2% | +134.5% |
| YTD | +111.5% | +5.9% | +105.6% | +100.2% |
| 1Y | +118.3% | +7.6% | +110.7% | +105.6% |
| 3Y | +168.0% | +12.8% | +155.2% | +134.8% |
| All | -29.7% | +18.4% | -48.0% | -40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling