-33.3%
OKTA vs ET
+241.8%
-275.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.9% | -2.4% |
| 7D | -2.4% | +0.2% | -2.6% | -2.5% |
| 30D | +13.0% | +2.9% | +10.2% | +11.8% |
| 3M | +41.7% | +16.8% | +24.9% | +33.3% |
| 6M | +105.9% | +18.9% | +87.1% | +91.1% |
| YTD | +92.6% | +37.7% | +54.9% | +67.5% |
| 1Y | +81.1% | +32.4% | +48.6% | +59.9% |
| 3Y | +84.8% | +99.5% | -14.7% | +32.1% |
| All | -33.3% | +241.8% | -275.0% | -60.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling