+162.8%
OKTA vs ESTC
+19.3%
+143.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.6% | +2.6% | +1.0% |
| 7D | +0.4% | -13.2% | +13.6% | +8.0% |
| 30D | +13.8% | +9.3% | +4.5% | +6.3% |
| 3M | +48.9% | +37.3% | +11.5% | +22.3% |
| 6M | +114.9% | +61.0% | +53.9% | +65.1% |
| YTD | +97.9% | +10.7% | +87.2% | +83.0% |
| 1Y | +89.7% | -7.2% | +96.9% | +88.9% |
| 3Y | +95.8% | +7.2% | +88.6% | +56.1% |
| 5Y | -32.6% | -47.7% | +15.1% | -26.9% |
| All | +162.8% | +19.3% | +143.5% | +55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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