-35.2%
OKTA vs ECL
+25.4%
-60.6%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.1% | +5.2% | +4.3% |
| 7D | +5.9% | -2.7% | +8.6% | +7.6% |
| 30D | +14.6% | -4.3% | +18.9% | +17.1% |
| 3M | +44.0% | +3.2% | +40.8% | +39.8% |
| 6M | +116.7% | -2.9% | +119.6% | +116.5% |
| YTD | +99.8% | +4.3% | +95.5% | +87.6% |
| 1Y | +84.1% | +1.6% | +82.4% | +74.9% |
| 3Y | +97.7% | +54.3% | +43.4% | +28.8% |
| 5Y | -35.2% | +26.5% | -61.7% | -55.3% |
| All | -35.2% | +25.4% | -60.6% | -55.3% |
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