+677.8%
OKTA vs EMB
+27.2%
+650.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.6% |
| 7D | +8.4% | -0.9% | +9.3% | +10.0% |
| 30D | -13.7% | +0.4% | -14.1% | -14.1% |
| 3M | +18.0% | -3.1% | +21.1% | +24.2% |
| 6M | +133.8% | -2.1% | +135.9% | +142.5% |
| YTD | +111.5% | -1.1% | +112.6% | +115.0% |
| 1Y | +118.3% | -0.1% | +118.4% | +118.3% |
| 3Y | +168.0% | +29.6% | +138.4% | +77.6% |
| 5Y | -30.1% | +7.2% | -37.3% | -37.6% |
| All | +677.8% | +27.2% | +650.7% | +458.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling