+625.6%
OKTA vs EIX
+5.4%
+620.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | 0.0% |
| 7D | +2.6% | -19.1% | +21.7% | +5.0% |
| 30D | +16.0% | -16.9% | +32.9% | +18.0% |
| 3M | +38.2% | -20.0% | +58.2% | +41.1% |
| 6M | +137.8% | -21.3% | +159.1% | +142.6% |
| YTD | +97.3% | -1.7% | +99.0% | +91.8% |
| 1Y | +90.1% | +9.6% | +80.5% | +80.1% |
| 3Y | +98.0% | -3.7% | +101.7% | +89.2% |
| 5Y | -36.9% | +22.6% | -59.5% | -42.8% |
| All | +625.6% | +5.4% | +620.3% | +531.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling