+33.6%
ECHO vs OKTA
+90.9%
-57.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +3.4% | +2.6% | +0.8% | +3.1% |
| 30D | +2.4% | +16.0% | -13.7% | +0.5% |
| 3M | -28.0% | +38.2% | -66.1% | -30.8% |
| 6M | -21.2% | +137.8% | -159.1% | -31.4% |
| YTD | -17.4% | +97.3% | -114.7% | -20.6% |
| 1Y | +33.6% | +90.1% | -56.5% | +32.7% |
| All | +33.6% | +90.9% | -57.3% | +32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OKTA.
Daily Out/Under-Performance
Portfolio return minus OKTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKTA 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 1y: compounded portfolio wealth divided by compounded OKTA 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…
1y analysis · Full analysis span regression · 6 months rolling