+119.7%
OKTA vs ECL
+23.8%
+95.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.4% | -2.7% | +2.6% |
| 7D | -14.2% | +7.7% | -21.9% | -10.6% |
| 30D | -12.5% | +13.7% | -26.2% | -6.2% |
| 3M | +29.2% | +11.6% | +17.7% | +37.2% |
| 6M | +147.3% | +23.9% | +123.4% | +175.5% |
| YTD | +120.9% | +21.0% | +100.0% | +130.5% |
| 1Y | +119.7% | +23.1% | +96.6% | +129.5% |
| All | +119.7% | +23.8% | +95.9% | +129.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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