+65.1%
IYR vs OKTA
+601.1%
-535.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.7% | +3.5% | +1.0% |
| 7D | -1.4% | -2.4% | +1.0% | -1.1% |
| 30D | -2.7% | +13.0% | -15.7% | -4.3% |
| 3M | -2.1% | +41.7% | -43.8% | -6.3% |
| 6M | +3.6% | +105.9% | -102.3% | -5.9% |
| YTD | +8.1% | +92.6% | -84.4% | -1.4% |
| 1Y | +4.7% | +81.1% | -76.3% | -3.9% |
| 3Y | +29.1% | +84.8% | -55.7% | +15.5% |
| 5Y | +6.9% | -34.4% | +41.4% | +2.6% |
| All | +65.1% | +601.1% | -535.9% | +29.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling