+625.6%
OKTA vs EMB
+30.6%
+595.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +2.6% | 0.0% | +2.6% | +2.7% |
| 30D | +16.0% | -0.3% | +16.3% | +16.6% |
| 3M | +38.2% | -0.4% | +38.6% | +39.4% |
| 6M | +137.8% | +0.1% | +137.7% | +137.5% |
| YTD | +97.3% | +1.6% | +95.7% | +92.2% |
| 1Y | +90.1% | +5.6% | +84.5% | +73.8% |
| 3Y | +98.0% | +29.8% | +68.2% | +30.8% |
| 5Y | -36.9% | +7.3% | -44.2% | -44.1% |
| All | +625.6% | +30.6% | +595.0% | +399.7% |
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