+84.8%
OKTA vs EQH
+100.2%
-15.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.4% | -4.1% | -3.3% |
| 7D | -2.4% | +0.7% | -3.1% | -2.7% |
| 30D | +13.0% | +2.8% | +10.2% | +11.6% |
| 3M | +41.7% | +23.1% | +18.6% | +28.1% |
| 6M | +105.9% | +41.4% | +64.5% | +74.1% |
| YTD | +92.6% | +14.3% | +78.3% | +78.7% |
| 1Y | +81.1% | +1.6% | +79.5% | +76.3% |
| 3Y | +84.8% | +102.7% | -17.9% | +25.3% |
| All | +84.8% | +100.2% | -15.4% | +25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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