-29.7%
OKTA vs ESTC
-52.1%
+22.4%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.7% |
| 7D | +8.4% | +2.4% | +6.0% | +7.0% |
| 30D | -13.7% | -4.2% | -9.5% | -11.2% |
| 3M | +18.0% | +2.5% | +15.6% | +15.4% |
| 6M | +133.8% | +81.5% | +52.4% | +69.8% |
| YTD | +111.5% | +16.8% | +94.6% | +90.9% |
| 1Y | +118.3% | -3.5% | +121.8% | +114.7% |
| 3Y | +168.0% | +17.7% | +150.3% | +101.1% |
| All | -29.7% | -52.1% | +22.4% | -35.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling