+634.8%
OKTA vs EME
+1,159.0%
-524.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.4% | +5.5% | +3.7% |
| 7D | +5.9% | +2.7% | +3.2% | +5.1% |
| 30D | +14.6% | -6.8% | +21.4% | +16.6% |
| 3M | +44.0% | -8.8% | +52.8% | +46.3% |
| 6M | +116.7% | +5.0% | +111.7% | +109.3% |
| YTD | +99.8% | +23.5% | +76.3% | +82.5% |
| 1Y | +84.1% | +21.3% | +62.8% | +67.1% |
| 3Y | +97.7% | +241.1% | -143.4% | +27.2% |
| 5Y | -35.2% | +549.2% | -584.3% | -65.5% |
| All | +634.8% | +1,159.0% | -524.2% | +224.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling