+608.2%
OKTA vs ESI
+187.7%
+420.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.2% | -2.9% |
| 7D | -2.4% | -4.6% | +2.2% | -0.7% |
| 30D | +13.0% | -10.5% | +23.5% | +17.9% |
| 3M | +41.7% | -19.8% | +61.5% | +52.2% |
| 6M | +105.9% | +5.8% | +100.1% | +94.4% |
| YTD | +92.6% | +38.3% | +54.3% | +61.0% |
| 1Y | +81.1% | +31.5% | +49.5% | +53.9% |
| 3Y | +84.8% | +80.7% | +4.2% | +34.2% |
| 5Y | -34.4% | +69.4% | -103.9% | -51.1% |
| All | +608.2% | +187.7% | +420.5% | +291.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling