-5.5%
ETN vs OKTA
+114.8%
-120.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +0.7% | -10.6% | -9.9% |
| 7D | -10.1% | -14.2% | +4.1% | -9.8% |
| 30D | -18.4% | -12.5% | -5.9% | -18.2% |
| 3M | -20.4% | +29.2% | -49.7% | -20.0% |
| 6M | -16.0% | +147.3% | -163.3% | -13.8% |
| YTD | +11.8% | +120.9% | -109.2% | +14.1% |
| 1Y | -5.5% | +119.7% | -125.2% | -3.5% |
| All | -5.5% | +114.8% | -120.2% | -3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OKTA.
Daily Out/Under-Performance
Portfolio return minus OKTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKTA 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 1y: compounded portfolio wealth divided by compounded OKTA 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…
1y analysis · Full analysis span regression · 6 months rolling