-33.3%
OKTA vs ETR
+122.3%
-155.6%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.7% |
| 7D | -2.4% | -1.8% | -0.6% | -2.4% |
| 30D | +13.0% | -1.8% | +14.8% | +13.0% |
| 3M | +41.7% | -3.6% | +45.3% | +41.7% |
| 6M | +105.9% | +2.6% | +103.3% | +104.4% |
| YTD | +92.6% | +16.0% | +76.5% | +88.0% |
| 1Y | +81.1% | +20.1% | +60.9% | +75.8% |
| 3Y | +84.8% | +143.6% | -58.8% | +61.9% |
| All | -33.3% | +122.3% | -155.6% | -41.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling