+608.2%
OKTA vs ECL
+144.3%
+463.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.7% | -4.4% | -3.5% |
| 7D | -2.4% | -1.1% | -1.3% | -2.0% |
| 30D | +13.0% | -0.8% | +13.8% | +13.0% |
| 3M | +41.7% | +5.0% | +36.7% | +37.4% |
| 6M | +105.9% | +0.2% | +105.7% | +102.5% |
| YTD | +92.6% | +5.8% | +86.8% | +82.9% |
| 1Y | +81.1% | +1.5% | +79.5% | +75.0% |
| 3Y | +84.8% | +55.0% | +29.8% | +40.2% |
| 5Y | -34.4% | +29.3% | -63.7% | -47.3% |
| All | +608.2% | +144.3% | +463.9% | +239.6% |
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