+119.7%
OKTA vs ELF
-3.2%
+122.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.6% |
| 7D | -14.2% | -1.5% | -12.7% | -14.1% |
| 30D | -12.5% | +9.5% | -22.0% | -12.9% |
| 3M | +29.2% | +29.4% | -0.1% | +27.6% |
| 6M | +147.3% | +83.7% | +63.6% | +139.9% |
| YTD | +120.9% | +49.4% | +71.5% | +117.5% |
| 1Y | +119.7% | -3.9% | +123.6% | +122.7% |
| All | +119.7% | -3.2% | +122.9% | +122.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 1y: compounded portfolio wealth divided by compounded ELF 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…
1y analysis · Full analysis span regression · 6 months rolling