+84.8%
OKTA vs EQX
+168.9%
-84.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.6% | -4.3% | -2.9% |
| 7D | -2.4% | -3.2% | +0.8% | -2.1% |
| 30D | +13.0% | +7.8% | +5.3% | +11.8% |
| 3M | +41.7% | +21.3% | +20.4% | +37.9% |
| 6M | +105.9% | -22.4% | +128.4% | +108.7% |
| YTD | +92.6% | -11.3% | +103.9% | +91.2% |
| 1Y | +81.1% | +13.5% | +67.6% | +74.0% |
| 3Y | +84.8% | +162.1% | -77.3% | +53.0% |
| All | +84.8% | +168.9% | -84.1% | +53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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