+90.1%
OKTA vs EOSE
-49.1%
+139.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +10.9% | -10.8% | -0.4% |
| 7D | +2.6% | +19.0% | -16.4% | +1.8% |
| 30D | +16.0% | +1.6% | +14.5% | +15.8% |
| 3M | +38.2% | -52.0% | +90.1% | +40.7% |
| 6M | +137.8% | -42.5% | +180.3% | +142.2% |
| YTD | +97.3% | -66.1% | +163.4% | +103.9% |
| 1Y | +90.1% | -47.1% | +137.2% | +98.1% |
| All | +90.1% | -49.1% | +139.2% | +98.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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