+119.7%
OKTA vs ETHA
-31.0%
+150.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.7% | -5.0% | 0.0% |
| 7D | -14.2% | +2.1% | -16.3% | -14.4% |
| 30D | -12.5% | -10.7% | -1.8% | -11.4% |
| 3M | +29.2% | +29.0% | +0.3% | +25.2% |
| 6M | +147.3% | +2.7% | +144.7% | +143.9% |
| YTD | +120.9% | -18.7% | +139.6% | +119.8% |
| 1Y | +119.7% | -24.8% | +144.5% | +120.1% |
| All | +119.7% | -31.0% | +150.7% | +120.1% |
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