-33.3%
OKTA vs EME
+575.5%
-608.8%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.3% | -7.0% | -4.1% |
| 7D | -2.4% | +3.5% | -5.9% | -3.6% |
| 30D | +13.0% | -6.3% | +19.4% | +15.3% |
| 3M | +41.7% | -3.8% | +45.5% | +41.9% |
| 6M | +105.9% | +8.5% | +97.4% | +93.8% |
| YTD | +92.6% | +27.8% | +64.7% | +67.2% |
| 1Y | +81.1% | +22.2% | +58.8% | +56.9% |
| 3Y | +84.8% | +253.5% | -168.6% | -16.8% |
| All | -33.3% | +575.5% | -608.8% | -81.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling