+612.9%
OKTA vs ENB
+108.8%
+504.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.5% | -2.0% |
| 7D | +0.7% | -0.5% | +1.2% | +0.9% |
| 30D | +13.0% | -0.2% | +13.2% | +13.0% |
| 3M | +43.4% | -7.5% | +50.9% | +46.7% |
| 6M | +107.6% | -4.1% | +111.8% | +109.0% |
| YTD | +93.8% | +9.8% | +84.0% | +85.4% |
| 1Y | +80.8% | +8.7% | +72.1% | +73.2% |
| 3Y | +91.8% | +79.0% | +12.8% | +50.6% |
| 5Y | -36.4% | +69.1% | -105.5% | -48.7% |
| All | +612.9% | +108.8% | +504.1% | +384.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling