+84.8%
OKTA vs ETR
+143.8%
-59.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.7% |
| 7D | -2.4% | -1.8% | -0.6% | -2.5% |
| 30D | +13.0% | -1.8% | +14.8% | +12.9% |
| 3M | +41.7% | -3.6% | +45.3% | +41.3% |
| 6M | +105.9% | +2.6% | +103.3% | +104.4% |
| YTD | +92.6% | +16.0% | +76.5% | +87.9% |
| 1Y | +81.1% | +20.1% | +60.9% | +75.7% |
| 3Y | +84.8% | +143.6% | -58.8% | +47.6% |
| All | +84.8% | +143.8% | -59.0% | +47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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