+119.7%
OKTA vs ESI
+27.8%
+91.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.6% | +5.4% | +1.4% |
| 7D | -14.2% | -6.6% | -7.6% | -13.4% |
| 30D | -12.5% | -10.9% | -1.6% | -11.2% |
| 3M | +29.2% | -13.8% | +43.1% | +31.6% |
| 6M | +147.3% | -21.5% | +168.9% | +151.2% |
| YTD | +120.9% | +34.7% | +86.3% | +92.4% |
| 1Y | +119.7% | +24.9% | +94.8% | +95.5% |
| All | +119.7% | +27.8% | +91.8% | +95.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 1y: compounded portfolio wealth divided by compounded ESI 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…
1y analysis · Full analysis span regression · 6 months rolling