+73.3%
OKTA vs ETHA
-27.9%
+101.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.2% | -5.9% | -3.2% |
| 7D | -2.4% | +3.5% | -5.9% | -3.0% |
| 30D | +13.0% | +35.3% | -22.3% | +7.3% |
| 3M | +41.7% | +50.9% | -9.2% | +31.8% |
| 6M | +105.9% | +22.1% | +83.8% | +97.0% |
| YTD | +92.6% | -14.6% | +107.1% | +93.7% |
| 1Y | +81.1% | -42.8% | +123.8% | +93.8% |
| All | +73.3% | -27.9% | +101.3% | +67.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling