+625.6%
OKTA vs ESI
+201.7%
+423.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.9% | -2.8% | -1.0% |
| 7D | +2.6% | +3.3% | -0.7% | +1.4% |
| 30D | +16.0% | -5.9% | +21.9% | +18.8% |
| 3M | +38.2% | -14.1% | +52.2% | +44.5% |
| 6M | +137.8% | +6.6% | +131.2% | +123.4% |
| YTD | +97.3% | +45.0% | +52.3% | +62.1% |
| 1Y | +90.1% | +41.5% | +48.6% | +57.1% |
| 3Y | +98.0% | +78.8% | +19.2% | +44.6% |
| 5Y | -36.9% | +70.9% | -107.8% | -53.2% |
| All | +625.6% | +201.7% | +423.9% | +293.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling