+119.7%
OKTA vs EL
+25.6%
+94.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.3% | -5.6% | +0.2% |
| 7D | -14.2% | +2.5% | -16.7% | -14.4% |
| 30D | -12.5% | +20.1% | -32.6% | -13.7% |
| 3M | +29.2% | +29.3% | 0.0% | +27.3% |
| 6M | +147.3% | +38.8% | +108.6% | +140.6% |
| YTD | +120.9% | +8.1% | +112.8% | +112.9% |
| 1Y | +119.7% | +22.3% | +97.3% | +103.0% |
| All | +119.7% | +25.6% | +94.1% | +103.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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