+84.8%
OKTA vs EL
-34.0%
+118.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.4% | -2.8% |
| 7D | -2.4% | -6.5% | +4.1% | -1.5% |
| 30D | +13.0% | +11.1% | +1.9% | +11.2% |
| 3M | +41.7% | +10.7% | +31.0% | +39.4% |
| 6M | +105.9% | +6.9% | +99.1% | +102.2% |
| YTD | +92.6% | -6.3% | +98.8% | +91.6% |
| 1Y | +81.1% | +13.5% | +67.6% | +73.5% |
| 3Y | +84.8% | -33.1% | +117.9% | +91.8% |
| All | +84.8% | -34.0% | +118.8% | +91.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling