+677.8%
OKTA vs ECL
+174.3%
+503.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | -0.6% |
| 7D | +8.4% | +2.9% | +5.5% | +7.0% |
| 30D | -13.7% | +7.5% | -21.2% | -16.6% |
| 3M | +18.0% | +12.2% | +5.8% | +11.2% |
| 6M | +133.8% | +24.6% | +109.3% | +107.5% |
| YTD | +111.5% | +18.8% | +92.7% | +89.9% |
| 1Y | +118.3% | +19.3% | +99.0% | +95.2% |
| 3Y | +168.0% | +78.2% | +89.8% | +89.8% |
| 5Y | -30.1% | +38.8% | -68.9% | -46.0% |
| All | +677.8% | +174.3% | +503.5% | +252.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling