+84.8%
OKTA vs EOSE
+42.6%
+42.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.7% | -2.7% |
| 7D | -2.4% | +1.8% | -4.2% | -2.5% |
| 30D | +13.0% | -6.8% | +19.9% | +13.1% |
| 3M | +41.7% | -36.3% | +78.0% | +43.3% |
| 6M | +105.9% | -38.8% | +144.7% | +107.8% |
| YTD | +92.6% | -65.5% | +158.1% | +97.4% |
| 1Y | +81.1% | -45.3% | +126.3% | +81.0% |
| 3Y | +84.8% | +44.2% | +40.7% | +74.3% |
| All | +84.8% | +42.6% | +42.2% | +74.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling