+90.1%
OKTA vs ETHA
-44.4%
+134.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.6% | +2.7% | +0.5% |
| 7D | +2.6% | +0.8% | +1.8% | +2.5% |
| 30D | +16.0% | +27.9% | -11.9% | +11.8% |
| 3M | +38.2% | +38.3% | -0.2% | +31.0% |
| 6M | +137.8% | +14.0% | +123.8% | +130.3% |
| YTD | +97.3% | -17.4% | +114.7% | +99.1% |
| 1Y | +90.1% | -42.7% | +132.8% | +107.9% |
| All | +90.1% | -44.4% | +134.5% | +107.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ETHA.
Daily Out/Under-Performance
Portfolio return minus ETHA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETHA 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 ETHA 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