-32.6%
OKTA vs EL
-69.5%
+36.8%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.2% |
| 7D | +0.4% | -4.4% | +4.8% | +1.7% |
| 30D | +13.8% | +10.3% | +3.5% | +9.8% |
| 3M | +48.9% | +13.4% | +35.5% | +42.1% |
| 6M | +114.9% | +3.1% | +111.9% | +108.7% |
| YTD | +97.9% | -6.9% | +104.8% | +95.4% |
| 1Y | +89.7% | +11.9% | +77.8% | +73.5% |
| 3Y | +95.8% | -33.8% | +129.6% | +113.1% |
| 5Y | -32.6% | -69.0% | +36.3% | +23.9% |
| All | -32.6% | -69.5% | +36.8% | +23.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling