+19.3%
ETN vs OKTA
+90.9%
-71.6%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.4% | +3.5% |
| 7D | +2.0% | +2.6% | -0.6% | +2.0% |
| 30D | -7.9% | +16.0% | -23.9% | -8.1% |
| 3M | -1.6% | +38.2% | -39.8% | -1.9% |
| 6M | +16.9% | +137.8% | -120.9% | +16.1% |
| YTD | +30.1% | +97.3% | -67.2% | +31.4% |
| 1Y | +19.3% | +90.1% | -70.8% | +22.5% |
| All | +19.3% | +90.9% | -71.6% | +22.5% |
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