+608.2%
OKTA vs ELF
+254.3%
+353.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.2% | -3.9% | -2.9% |
| 7D | -2.4% | -11.6% | +9.2% | -0.4% |
| 30D | +13.0% | +4.6% | +8.4% | +11.9% |
| 3M | +41.7% | +59.7% | -18.0% | +29.8% |
| 6M | +105.9% | +21.2% | +84.7% | +96.4% |
| YTD | +92.6% | +27.4% | +65.1% | +80.6% |
| 1Y | +81.1% | -29.8% | +110.9% | +85.7% |
| 3Y | +84.8% | -28.5% | +113.3% | +74.6% |
| 5Y | -34.4% | +220.0% | -254.5% | -56.6% |
| All | +608.2% | +254.3% | +353.9% | +301.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling