+81.1%
OKTA vs ETHA
-42.6%
+123.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.2% | -5.9% | -3.2% |
| 7D | -2.4% | +3.5% | -5.9% | -2.9% |
| 30D | +13.0% | +35.3% | -22.3% | +8.0% |
| 3M | +41.7% | +50.9% | -9.2% | +32.7% |
| 6M | +105.9% | +22.1% | +83.8% | +97.4% |
| YTD | +92.6% | -14.6% | +107.1% | +93.2% |
| 1Y | +81.1% | -42.8% | +123.8% | +96.6% |
| All | +81.1% | -42.6% | +123.6% | +96.6% |
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