-33.3%
OKTA vs EOSE
-70.0%
+36.7%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.7% | -2.6% |
| 7D | -2.4% | +1.8% | -4.2% | -2.6% |
| 30D | +13.0% | -6.8% | +19.9% | +13.2% |
| 3M | +41.7% | -36.3% | +78.0% | +44.9% |
| 6M | +105.9% | -38.8% | +144.7% | +108.7% |
| YTD | +92.6% | -65.5% | +158.1% | +100.6% |
| 1Y | +81.1% | -45.3% | +126.3% | +79.1% |
| 3Y | +84.8% | +44.2% | +40.7% | +54.2% |
| All | -33.3% | -70.0% | +36.7% | -36.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling