+190.4%
ETN vs OKTA
-34.5%
+224.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.7% | +6.7% | +4.3% |
| 7D | +3.5% | -2.4% | +5.9% | +3.8% |
| 30D | -7.5% | +13.0% | -20.6% | -9.4% |
| 3M | +8.3% | +41.7% | -33.4% | +3.0% |
| 6M | +20.2% | +105.9% | -85.8% | +7.4% |
| YTD | +34.7% | +92.6% | -57.9% | +21.0% |
| 1Y | +19.4% | +81.1% | -61.6% | +8.3% |
| 3Y | +85.5% | +84.8% | +0.7% | +64.9% |
| All | +190.4% | -34.5% | +224.9% | +186.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling