+612.9%
OKTA vs EL
+35.9%
+577.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -1.0% |
| 7D | +0.7% | +1.7% | -1.0% | +0.1% |
| 30D | +13.0% | +15.5% | -2.5% | +7.0% |
| 3M | +43.4% | +20.6% | +22.9% | +33.5% |
| 6M | +107.6% | +10.5% | +97.2% | +96.1% |
| YTD | +93.8% | -1.9% | +95.7% | +87.6% |
| 1Y | +80.8% | +16.1% | +64.8% | +62.8% |
| 3Y | +91.8% | -30.2% | +122.0% | +98.0% |
| 5Y | -36.4% | -67.4% | +31.0% | -3.5% |
| All | +612.9% | +35.9% | +577.0% | +472.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling