+96.4%
OKTA vs INVH
+0.2%
+96.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | 0.0% | -10.4% | -10.4% |
| 7D | -22.9% | +3.5% | -26.3% | -22.0% |
| 30D | -21.7% | +4.4% | -26.2% | -20.7% |
| 3M | +16.4% | -8.6% | +25.0% | +14.1% |
| 6M | +120.1% | -1.7% | +121.9% | +117.8% |
| YTD | +97.9% | +2.6% | +95.4% | +94.4% |
| 1Y | +96.4% | +1.5% | +94.9% | +94.0% |
| All | +96.4% | +0.2% | +96.3% | +94.0% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 1y: compounded portfolio wealth divided by compounded INVH 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…
1y analysis · Full analysis span regression · 6 months rolling