+84.8%
OKTA vs ELAN
+99.1%
-14.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.4% | -4.1% | -2.8% |
| 7D | -2.4% | -5.4% | +3.0% | -1.8% |
| 30D | +13.0% | +4.7% | +8.3% | +12.1% |
| 3M | +41.7% | -3.7% | +45.4% | +41.8% |
| 6M | +105.9% | -1.2% | +107.1% | +104.2% |
| YTD | +92.6% | +2.4% | +90.2% | +90.1% |
| 1Y | +81.1% | +23.4% | +57.7% | +74.2% |
| 3Y | +84.8% | +96.7% | -11.9% | +48.5% |
| All | +84.8% | +99.1% | -14.2% | +48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 ELAN 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