+608.2%
OKTA vs INVH
+62.0%
+546.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.7% |
| 7D | -2.4% | -3.0% | +0.6% | -1.0% |
| 30D | +13.0% | -7.5% | +20.6% | +16.9% |
| 3M | +41.7% | -5.5% | +47.2% | +44.8% |
| 6M | +105.9% | +11.7% | +94.2% | +92.9% |
| YTD | +92.6% | +1.3% | +91.2% | +88.0% |
| 1Y | +81.1% | -6.1% | +87.1% | +83.1% |
| 3Y | +84.8% | -9.8% | +94.6% | +88.1% |
| 5Y | -34.4% | -19.7% | -14.8% | -29.0% |
| All | +608.2% | +62.0% | +546.2% | +492.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling