+627.8%
OKTA vs ET
+146.9%
+480.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.2% | -1.0% |
| 7D | +0.4% | +1.4% | -0.9% | +0.1% |
| 30D | +13.8% | +4.6% | +9.3% | +12.6% |
| 3M | +48.9% | +16.0% | +32.9% | +43.4% |
| 6M | +114.9% | +22.8% | +92.1% | +103.3% |
| YTD | +97.9% | +38.9% | +59.0% | +81.2% |
| 1Y | +89.7% | +34.1% | +55.6% | +75.1% |
| 3Y | +95.8% | +98.8% | -3.0% | +62.9% |
| 5Y | -32.6% | +246.8% | -279.5% | -50.7% |
| All | +627.8% | +146.9% | +480.9% | +460.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling