+677.8%
OKTA vs ES
+68.2%
+609.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.1% |
| 7D | +8.4% | +2.7% | +5.7% | +7.9% |
| 30D | -13.7% | +7.6% | -21.3% | -14.9% |
| 3M | +18.0% | +0.5% | +17.5% | +17.7% |
| 6M | +133.8% | +7.6% | +126.3% | +129.6% |
| YTD | +111.5% | +10.2% | +101.3% | +105.5% |
| 1Y | +118.3% | +1.8% | +116.5% | +115.4% |
| 3Y | +168.0% | +55.4% | +112.6% | +135.1% |
| 5Y | -30.1% | +7.3% | -37.4% | -33.4% |
| All | +677.8% | +68.2% | +609.7% | +615.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling