+91.8%
OKTA vs ENB
+76.5%
+15.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.7% | +3.7% | +3.0% |
| 7D | +5.9% | -0.3% | +6.2% | +5.9% |
| 30D | +14.6% | -1.1% | +15.6% | +14.5% |
| 3M | +44.0% | -8.5% | +52.5% | +43.6% |
| 6M | +116.7% | -4.5% | +121.3% | +116.1% |
| YTD | +99.8% | +9.1% | +90.7% | +97.0% |
| 1Y | +84.1% | +8.0% | +76.1% | +81.7% |
| All | +91.8% | +76.5% | +15.3% | +61.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling