+89.7%
OKTA vs ECL
+1.7%
+88.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -1.0% |
| 7D | +0.4% | -2.6% | +3.0% | -0.6% |
| 30D | +13.8% | -4.6% | +18.4% | +11.9% |
| 3M | +48.9% | +6.0% | +42.9% | +51.3% |
| 6M | +114.9% | -3.0% | +117.9% | +116.8% |
| YTD | +97.9% | +4.0% | +93.9% | +92.8% |
| 1Y | +89.7% | +2.0% | +87.7% | +82.5% |
| All | +89.7% | +1.7% | +88.0% | +82.5% |
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