-33.3%
OKTA vs EIX
+20.9%
-54.2%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.3% | -1.4% | -2.6% |
| 7D | -2.4% | -1.4% | -1.0% | -2.3% |
| 30D | +13.0% | -19.3% | +32.3% | +14.6% |
| 3M | +41.7% | -21.7% | +63.4% | +44.0% |
| 6M | +105.9% | -19.8% | +125.8% | +107.5% |
| YTD | +92.6% | -3.0% | +95.6% | +84.1% |
| 1Y | +81.1% | +5.1% | +76.0% | +68.9% |
| 3Y | +84.8% | -7.0% | +91.8% | +70.0% |
| All | -33.3% | +20.9% | -54.2% | -42.0% |
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