+103.7%
ECHO vs OKTA
+605.7%
-501.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.8% | +5.8% | +4.3% |
| 7D | +8.6% | +0.7% | +7.9% | +8.5% |
| 30D | +3.8% | +13.0% | -9.2% | +1.6% |
| 3M | -19.9% | +43.4% | -63.3% | -24.1% |
| 6M | -12.1% | +107.6% | -119.7% | -21.6% |
| YTD | -14.1% | +93.8% | -107.9% | -22.8% |
| 1Y | +15.9% | +80.8% | -65.0% | +5.0% |
| 3Y | +417.8% | +91.8% | +326.0% | +361.2% |
| 5Y | +259.3% | -36.4% | +295.7% | +238.9% |
| All | +103.7% | +605.7% | -501.9% | +36.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling