-29.8%
OKTA vs ECL
+36.4%
-66.2%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.8% |
| 7D | +6.6% | -0.5% | +7.1% | +7.0% |
| 30D | -19.4% | +6.6% | -26.0% | -22.4% |
| 3M | +23.9% | +9.6% | +14.3% | +16.6% |
| 6M | +130.9% | +21.6% | +109.3% | +101.0% |
| YTD | +111.1% | +16.9% | +94.2% | +84.8% |
| 1Y | +115.5% | +17.9% | +97.7% | +86.9% |
| 3Y | +169.4% | +76.5% | +92.9% | +59.5% |
| All | -29.8% | +36.4% | -66.2% | -53.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling