-35.2%
OKTA vs ESTC
-46.4%
+11.2%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.1% | +5.2% | +4.2% |
| 7D | +5.9% | -3.3% | +9.2% | +7.6% |
| 30D | +14.6% | +13.4% | +1.1% | +4.9% |
| 3M | +44.0% | +41.3% | +2.7% | +16.4% |
| 6M | +116.7% | +62.6% | +54.1% | +65.3% |
| YTD | +99.8% | +14.8% | +85.0% | +80.5% |
| 1Y | +84.1% | -5.1% | +89.1% | +80.2% |
| 3Y | +97.7% | +11.2% | +86.5% | +51.9% |
| 5Y | -35.2% | -47.0% | +11.8% | -34.7% |
| All | -35.2% | -46.4% | +11.2% | -34.7% |
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