+84.8%
OKTA vs EVRG
+72.5%
+12.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -3.0% | -2.6% |
| 7D | -2.4% | +0.1% | -2.5% | -2.4% |
| 30D | +13.0% | -1.2% | +14.3% | +12.8% |
| 3M | +41.7% | -0.6% | +42.3% | +41.6% |
| 6M | +105.9% | +2.4% | +103.5% | +106.3% |
| YTD | +92.6% | +15.5% | +77.1% | +92.1% |
| 1Y | +81.1% | +16.8% | +64.2% | +79.9% |
| 3Y | +84.8% | +75.0% | +9.8% | +66.0% |
| All | +84.8% | +72.5% | +12.3% | +66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 EVRG 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