+134.5%
OKTA vs ELAN
-28.2%
+162.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.4% | -4.1% | -3.0% |
| 7D | -2.4% | -5.4% | +3.0% | -1.1% |
| 30D | +13.0% | +4.7% | +8.3% | +11.4% |
| 3M | +41.7% | -3.7% | +45.4% | +42.0% |
| 6M | +105.9% | -1.2% | +107.1% | +102.6% |
| YTD | +92.6% | +2.4% | +90.2% | +87.4% |
| 1Y | +81.1% | +23.4% | +57.7% | +67.2% |
| 3Y | +84.8% | +96.7% | -11.9% | +38.4% |
| 5Y | -34.4% | -30.6% | -3.9% | -33.8% |
| All | +134.5% | -28.2% | +162.7% | +136.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling