+625.6%
OKTA vs ES
+64.7%
+561.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.2% |
| 7D | +2.6% | +0.3% | +2.3% | +2.6% |
| 30D | +16.0% | -2.0% | +18.0% | +16.4% |
| 3M | +38.2% | +1.7% | +36.5% | +37.5% |
| 6M | +137.8% | -3.5% | +141.3% | +138.5% |
| YTD | +97.3% | +7.9% | +89.4% | +92.7% |
| 1Y | +90.1% | +17.2% | +72.9% | +81.5% |
| 3Y | +98.0% | +29.3% | +68.7% | +81.6% |
| 5Y | -36.9% | -5.7% | -31.2% | -38.1% |
| All | +625.6% | +64.7% | +561.0% | +571.1% |
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