+634.8%
OKTA vs EWJ
+129.0%
+505.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.0% | +4.0% |
| 7D | +5.9% | +1.0% | +4.9% | +4.9% |
| 30D | +14.6% | +1.0% | +13.6% | +13.6% |
| 3M | +44.0% | +7.2% | +36.8% | +34.3% |
| 6M | +116.7% | +13.9% | +102.8% | +89.3% |
| YTD | +99.8% | +20.8% | +79.0% | +63.1% |
| 1Y | +84.1% | +26.4% | +57.7% | +43.2% |
| 3Y | +97.7% | +71.8% | +25.9% | +10.2% |
| 5Y | -35.2% | +49.9% | -85.0% | -59.2% |
| All | +634.8% | +129.0% | +505.8% | +214.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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