+65.4%
IYR vs OKTA
+627.3%
-561.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.1% | -4.2% | -1.4% |
| 7D | -0.9% | +5.9% | -6.8% | -1.5% |
| 30D | -2.4% | +14.6% | -16.9% | -4.1% |
| 3M | -2.0% | +44.0% | -46.0% | -6.3% |
| 6M | +2.5% | +116.7% | -114.2% | -7.4% |
| YTD | +8.3% | +99.8% | -91.5% | -1.6% |
| 1Y | +6.5% | +84.1% | -77.6% | -2.4% |
| 3Y | +29.3% | +97.7% | -68.4% | +14.8% |
| 5Y | +5.7% | -35.2% | +40.8% | +1.5% |
| All | +65.4% | +627.3% | -561.9% | +29.0% |
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