+167.1%
OKTA vs ES
+50.8%
+116.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +0.9% | +2.3% |
| 7D | -4.6% | +0.1% | -4.7% | -4.6% |
| 30D | -19.7% | +6.7% | -26.5% | -19.4% |
| 3M | +21.2% | +0.3% | +20.9% | +21.6% |
| 6M | +123.1% | +7.4% | +115.7% | +123.1% |
| YTD | +110.8% | +8.4% | +102.4% | +109.5% |
| 1Y | +113.0% | +0.6% | +112.3% | +113.4% |
| All | +167.1% | +50.8% | +116.3% | +120.2% |
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