+90.1%
OKTA vs EME
+19.7%
+70.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | 0.0% |
| 7D | +2.6% | +1.9% | +0.7% | +2.5% |
| 30D | +16.0% | -8.3% | +24.3% | +16.2% |
| 3M | +38.2% | -10.7% | +48.9% | +37.2% |
| 6M | +137.8% | +1.9% | +135.9% | +132.8% |
| YTD | +97.3% | +23.5% | +73.8% | +86.5% |
| 1Y | +90.1% | +18.0% | +72.1% | +76.3% |
| All | +90.1% | +19.7% | +70.4% | +76.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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