+280.7%
IVV vs OKTA
+618.3%
-337.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +0.1% | +2.6% | -2.5% | -0.3% |
| 30D | +0.1% | +16.0% | -16.0% | -2.7% |
| 3M | +2.0% | +38.2% | -36.2% | -3.6% |
| 6M | +13.0% | +137.8% | -124.8% | -3.1% |
| YTD | +13.6% | +97.3% | -83.7% | 0.0% |
| 1Y | +20.1% | +90.1% | -70.0% | +6.1% |
| 3Y | +77.6% | +98.0% | -20.4% | +51.7% |
| 5Y | +82.5% | -36.9% | +119.4% | +76.7% |
| All | +280.7% | +618.3% | -337.6% | +157.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OKTA.
Daily Out/Under-Performance
Portfolio return minus OKTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKTA 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 OKTA 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