+634.8%
OKTA vs EVRG
+111.2%
+523.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.2% | +4.3% | +3.3% |
| 7D | +5.9% | +0.6% | +5.3% | +5.8% |
| 30D | +14.6% | -0.2% | +14.8% | +14.5% |
| 3M | +44.0% | -0.5% | +44.4% | +43.9% |
| 6M | +116.7% | +0.2% | +116.5% | +115.8% |
| YTD | +99.8% | +14.9% | +84.9% | +93.4% |
| 1Y | +84.1% | +18.2% | +65.8% | +76.9% |
| 3Y | +97.7% | +70.2% | +27.5% | +74.5% |
| 5Y | -35.2% | +45.3% | -80.5% | -41.3% |
| All | +634.8% | +111.2% | +523.6% | +528.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling