+168.0%
OKTA vs ESI
+79.1%
+89.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.4% |
| 7D | +8.4% | +5.5% | +2.9% | +6.6% |
| 30D | -13.7% | -7.8% | -6.0% | -11.6% |
| 3M | +18.0% | -15.0% | +33.0% | +23.4% |
| 6M | +133.8% | -24.9% | +158.7% | +150.1% |
| YTD | +111.5% | +33.2% | +78.3% | +77.2% |
| 1Y | +118.3% | +24.9% | +93.4% | +87.7% |
| 3Y | +168.0% | +77.8% | +90.3% | +83.1% |
| All | +168.0% | +79.1% | +89.0% | +83.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling