+634.8%
OKTA vs ETR
+300.7%
+334.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.3% | +4.3% | +3.3% |
| 7D | +5.9% | +0.4% | +5.5% | +5.8% |
| 30D | +14.6% | +2.0% | +12.5% | +14.1% |
| 3M | +44.0% | -1.7% | +45.7% | +44.2% |
| 6M | +116.7% | +3.6% | +113.1% | +113.3% |
| YTD | +99.8% | +18.0% | +81.7% | +90.5% |
| 1Y | +84.1% | +26.2% | +57.8% | +72.5% |
| 3Y | +97.7% | +148.0% | -50.3% | +54.9% |
| 5Y | -35.2% | +126.1% | -161.2% | -48.7% |
| All | +634.8% | +300.7% | +334.0% | +438.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling