+84.8%
OKTA vs ELV
-2.1%
+87.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.2% | -2.7% |
| 7D | -2.4% | +3.2% | -5.6% | -2.7% |
| 30D | +13.0% | +5.4% | +7.7% | +12.4% |
| 3M | +41.7% | +5.4% | +36.4% | +40.8% |
| 6M | +105.9% | +45.7% | +60.2% | +97.2% |
| YTD | +92.6% | +21.2% | +71.4% | +87.7% |
| 1Y | +81.1% | +35.6% | +45.4% | +73.8% |
| 3Y | +84.8% | -2.0% | +86.8% | +81.0% |
| All | +84.8% | -2.1% | +87.0% | +81.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling