+20.9%
ECHO vs OKTA
+83.4%
-62.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.7% | +4.1% | +1.6% |
| 7D | +3.7% | -2.4% | +6.1% | +3.9% |
| 30D | +0.7% | +13.0% | -12.3% | -0.8% |
| 3M | -27.3% | +41.7% | -69.0% | -30.1% |
| 6M | -17.0% | +105.9% | -122.9% | -22.9% |
| YTD | -14.3% | +92.6% | -106.9% | -16.6% |
| 1Y | +20.9% | +81.1% | -60.2% | +20.6% |
| All | +20.9% | +83.4% | -62.5% | +20.6% |
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