+96.4%
OKTA vs ET
+24.2%
+72.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | -1.4% | -9.0% | -10.6% |
| 7D | -22.9% | -8.1% | -14.8% | -24.3% |
| 30D | -21.7% | -7.5% | -14.3% | -23.3% |
| 3M | +16.4% | -4.1% | +20.5% | +15.9% |
| 6M | +120.1% | -2.7% | +122.8% | +122.7% |
| YTD | +97.9% | +22.6% | +75.3% | +106.5% |
| 1Y | +96.4% | +22.0% | +74.5% | +105.0% |
| All | +96.4% | +24.2% | +72.3% | +105.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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