+612.9%
OKTA vs ECL
+146.0%
+466.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.3% | -1.6% |
| 7D | +0.7% | -0.8% | +1.5% | +1.1% |
| 30D | +13.0% | -2.5% | +15.5% | +14.0% |
| 3M | +43.4% | +8.3% | +35.1% | +37.1% |
| 6M | +107.6% | -1.1% | +108.7% | +105.7% |
| YTD | +93.8% | +6.5% | +87.3% | +83.6% |
| 1Y | +80.8% | +2.1% | +78.8% | +74.5% |
| 3Y | +91.8% | +57.6% | +34.2% | +44.4% |
| 5Y | -36.4% | +28.1% | -64.4% | -48.7% |
| All | +612.9% | +146.0% | +466.9% | +241.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling