+612.9%
OKTA vs ELF
+281.4%
+331.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.9% | +3.1% | -0.9% |
| 7D | +0.7% | -1.2% | +1.9% | +0.9% |
| 30D | +13.0% | +5.9% | +7.1% | +11.7% |
| 3M | +43.4% | +99.5% | -56.1% | +26.4% |
| 6M | +107.6% | +26.5% | +81.1% | +96.6% |
| YTD | +93.8% | +37.2% | +56.6% | +79.6% |
| 1Y | +80.8% | -24.4% | +105.2% | +83.3% |
| 3Y | +91.8% | -23.3% | +115.1% | +79.2% |
| 5Y | -36.4% | +245.2% | -281.6% | -58.4% |
| All | +612.9% | +281.4% | +331.5% | +299.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling