+634.8%
OKTA vs ELV
+171.9%
+462.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.3% | +4.3% | +3.3% |
| 7D | +5.9% | -2.2% | +8.1% | +6.4% |
| 30D | +14.6% | -0.2% | +14.8% | +14.5% |
| 3M | +44.0% | -6.1% | +50.1% | +45.5% |
| 6M | +116.7% | +42.8% | +73.9% | +100.3% |
| YTD | +99.8% | +14.4% | +85.4% | +92.3% |
| 1Y | +84.1% | +28.6% | +55.4% | +72.2% |
| 3Y | +97.7% | -7.4% | +105.1% | +96.0% |
| 5Y | -35.2% | +14.5% | -49.6% | -40.8% |
| All | +634.8% | +171.9% | +462.9% | +390.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling