+608.2%
OKTA vs ENB
+97.5%
+510.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.7% | -2.4% |
| 7D | -2.4% | -4.7% | +2.2% | -0.9% |
| 30D | +13.0% | -5.9% | +18.9% | +15.1% |
| 3M | +41.7% | -14.2% | +55.9% | +48.5% |
| 6M | +105.9% | -8.6% | +114.5% | +110.4% |
| YTD | +92.6% | +3.9% | +88.7% | +87.5% |
| 1Y | +81.1% | +1.8% | +79.3% | +77.2% |
| 3Y | +84.8% | +68.5% | +16.3% | +47.9% |
| 5Y | -34.4% | +62.4% | -96.9% | -46.5% |
| All | +608.2% | +97.5% | +510.7% | +390.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling