+119.7%
OKTA vs EMB
+0.7%
+119.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | -0.4% |
| 7D | -14.2% | +0.7% | -14.9% | -14.8% |
| 30D | -12.5% | +2.3% | -14.8% | -14.3% |
| 3M | +29.2% | -2.5% | +31.7% | +33.3% |
| 6M | +147.3% | -1.1% | +148.4% | +153.4% |
| YTD | +120.9% | -0.6% | +121.5% | +112.2% |
| 1Y | +119.7% | +0.6% | +119.0% | +105.1% |
| All | +119.7% | +0.7% | +119.0% | +105.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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