-16.1%
OKTA vs EOSE
-60.2%
+44.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.9% | +2.9% | -0.7% |
| 7D | +0.4% | +14.0% | -13.6% | -0.6% |
| 30D | +13.8% | -5.9% | +19.7% | +13.9% |
| 3M | +48.9% | -34.3% | +83.2% | +51.8% |
| 6M | +114.9% | -37.8% | +152.7% | +117.4% |
| YTD | +97.9% | -65.2% | +163.1% | +105.6% |
| 1Y | +89.7% | -41.9% | +131.6% | +87.1% |
| 3Y | +95.8% | +44.6% | +51.3% | +65.4% |
| 5Y | -32.6% | -69.2% | +36.6% | -45.1% |
| All | -16.1% | -60.2% | +44.2% | -29.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling