+91.8%
OKTA vs EMB
+30.5%
+61.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.2% | +3.3% | +3.4% |
| 7D | +5.9% | 0.0% | +5.9% | +5.9% |
| 30D | +14.6% | -0.3% | +14.8% | +15.1% |
| 3M | +44.0% | -0.3% | +44.3% | +45.0% |
| 6M | +116.7% | +0.7% | +116.0% | +114.2% |
| YTD | +99.8% | +1.3% | +98.5% | +95.0% |
| 1Y | +84.1% | +4.7% | +79.4% | +68.9% |
| All | +91.8% | +30.5% | +61.3% | +28.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling