-32.0%
OKTA vs ESI
+73.8%
-105.8%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.2% | +4.3% | +3.6% |
| 7D | +5.9% | +3.9% | +2.0% | +4.0% |
| 30D | +14.6% | -3.8% | +18.4% | +16.7% |
| 3M | +44.0% | -13.1% | +57.1% | +50.8% |
| 6M | +116.7% | +11.3% | +105.4% | +94.1% |
| YTD | +99.8% | +44.1% | +55.7% | +51.7% |
| 1Y | +84.1% | +40.3% | +43.7% | +40.8% |
| 3Y | +97.7% | +84.1% | +13.6% | +18.3% |
| All | -32.0% | +73.8% | -105.8% | -56.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling