+590.7%
ETN vs OKTA
+601.1%
-10.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -9.2% |
| 3M | +8.3% | +41.7% | -33.4% | +3.5% |
| 6M | +20.2% | +105.9% | -85.8% | +8.7% |
| YTD | +34.7% | +92.6% | -57.9% | +22.3% |
| 1Y | +19.4% | +81.1% | -61.6% | +9.3% |
| 3Y | +85.5% | +84.8% | +0.7% | +66.9% |
| 5Y | +186.6% | -34.4% | +221.0% | +174.6% |
| All | +590.7% | +601.1% | -10.3% | +406.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling