+91.8%
OKTA vs ES
+33.1%
+58.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -1.8% |
| 7D | +0.7% | +1.4% | -0.7% | +0.6% |
| 30D | +13.0% | -1.2% | +14.2% | +13.0% |
| 3M | +43.4% | +5.0% | +38.4% | +42.8% |
| 6M | +107.6% | -2.8% | +110.4% | +108.4% |
| YTD | +93.8% | +8.6% | +85.2% | +91.0% |
| 1Y | +80.8% | +18.9% | +61.9% | +74.3% |
| 3Y | +91.8% | +32.1% | +59.7% | +67.8% |
| All | +91.8% | +33.1% | +58.7% | +67.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling