+162.0%
OKTA vs ESTC
+31.2%
+130.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.5% | +4.6% | +2.5% |
| 7D | +2.6% | -8.1% | +10.7% | +7.1% |
| 30D | +16.0% | +31.7% | -15.7% | -1.8% |
| 3M | +38.2% | +41.1% | -2.9% | +12.1% |
| 6M | +137.8% | +77.1% | +60.7% | +74.1% |
| YTD | +97.3% | +21.7% | +75.6% | +73.7% |
| 1Y | +90.1% | +8.4% | +81.7% | +74.5% |
| 3Y | +98.0% | +23.6% | +74.4% | +46.0% |
| 5Y | -36.9% | -46.5% | +9.6% | -32.3% |
| All | +162.0% | +31.2% | +130.9% | +47.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling