+627.8%
OKTA vs ETSY
+576.0%
+51.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.2% |
| 7D | +0.4% | -12.7% | +13.1% | +5.4% |
| 30D | +13.8% | -9.9% | +23.7% | +17.8% |
| 3M | +48.9% | +4.2% | +44.7% | +44.9% |
| 6M | +114.9% | +34.2% | +80.7% | +90.3% |
| YTD | +97.9% | +29.1% | +68.8% | +75.3% |
| 1Y | +89.7% | +23.8% | +65.9% | +67.1% |
| 3Y | +95.8% | +6.6% | +89.2% | +69.1% |
| 5Y | -32.6% | -67.0% | +34.4% | -14.5% |
| All | +627.8% | +576.0% | +51.8% | +364.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ETSY.
Daily Out/Under-Performance
Portfolio return minus ETSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETSY 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 ETSY 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