+634.8%
OKTA vs XHB
+192.7%
+442.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.5% | +4.6% | +4.0% |
| 7D | +5.9% | -1.9% | +7.8% | +7.1% |
| 30D | +14.6% | -8.3% | +22.9% | +20.4% |
| 3M | +44.0% | -7.1% | +51.1% | +49.2% |
| 6M | +116.7% | -5.3% | +122.0% | +119.3% |
| YTD | +99.8% | -3.2% | +103.0% | +97.6% |
| 1Y | +84.1% | -13.9% | +97.9% | +95.8% |
| 3Y | +97.7% | +24.9% | +72.8% | +58.0% |
| 5Y | -35.2% | +34.5% | -69.7% | -51.1% |
| All | +634.8% | +192.7% | +442.1% | +217.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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