+90.0%
OKTA vs ESI
+73.2%
+16.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.5% | +3.6% | +0.5% |
| 7D | +0.4% | -2.3% | +2.7% | +1.1% |
| 30D | +13.8% | -9.0% | +22.9% | +17.2% |
| 3M | +48.9% | -13.3% | +62.1% | +53.2% |
| 6M | +114.9% | +5.3% | +109.7% | +102.1% |
| YTD | +97.9% | +37.6% | +60.3% | +63.7% |
| 1Y | +89.7% | +33.6% | +56.1% | +58.3% |
| All | +90.0% | +73.2% | +16.8% | +25.0% |
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