+90.1%
OKTA vs ENB
+7.5%
+82.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | -0.4% |
| 7D | +2.6% | -0.2% | +2.8% | +2.5% |
| 30D | +16.0% | -2.2% | +18.3% | +14.7% |
| 3M | +38.2% | -10.5% | +48.7% | +29.4% |
| 6M | +137.8% | -5.1% | +142.9% | +134.0% |
| YTD | +97.3% | +9.0% | +88.3% | +119.8% |
| 1Y | +90.1% | +8.2% | +81.9% | +112.8% |
| All | +90.1% | +7.5% | +82.6% | +112.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 ENB 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