+119.7%
OKTA vs ELV
+42.6%
+77.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.9% | -4.2% | +0.4% |
| 7D | -14.2% | +4.8% | -19.0% | -14.4% |
| 30D | -12.5% | +10.1% | -22.5% | -13.2% |
| 3M | +29.2% | +15.4% | +13.9% | +27.6% |
| 6M | +147.3% | +17.7% | +129.6% | +144.6% |
| YTD | +120.9% | +25.7% | +95.3% | +115.9% |
| 1Y | +119.7% | +39.9% | +79.8% | +113.7% |
| All | +119.7% | +42.6% | +77.0% | +113.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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