+634.8%
OKTA vs ES
+63.2%
+571.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.5% | +4.5% | +3.3% |
| 7D | +5.9% | 0.0% | +5.9% | +5.9% |
| 30D | +14.6% | -1.0% | +15.6% | +14.7% |
| 3M | +44.0% | +1.5% | +42.5% | +43.3% |
| 6M | +116.7% | -3.5% | +120.2% | +117.2% |
| YTD | +99.8% | +7.0% | +92.8% | +95.4% |
| 1Y | +84.1% | +15.3% | +68.7% | +76.2% |
| 3Y | +97.7% | +30.2% | +67.5% | +80.9% |
| 5Y | -35.2% | -4.3% | -30.9% | -36.7% |
| All | +634.8% | +63.2% | +571.5% | +580.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling