+627.8%
OKTA vs EMB
+29.1%
+598.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | +0.4% |
| 7D | +0.4% | -1.1% | +1.5% | +2.2% |
| 30D | +13.8% | -1.1% | +14.9% | +15.9% |
| 3M | +48.9% | -0.8% | +49.7% | +51.0% |
| 6M | +114.9% | -0.1% | +115.0% | +115.5% |
| YTD | +97.9% | +0.4% | +97.4% | +96.4% |
| 1Y | +89.7% | +3.3% | +86.4% | +80.0% |
| 3Y | +95.8% | +29.0% | +66.8% | +30.8% |
| 5Y | -32.6% | +6.3% | -39.0% | -39.4% |
| All | +627.8% | +29.1% | +598.7% | +410.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling