+119.7%
OKTA vs XLRE
+14.1%
+105.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.3% | -2.6% | +2.8% |
| 7D | -14.2% | +7.1% | -21.3% | -10.4% |
| 30D | -12.5% | +10.9% | -23.4% | -6.7% |
| 3M | +29.2% | +0.7% | +28.5% | +29.6% |
| 6M | +147.3% | +4.1% | +143.2% | +153.0% |
| YTD | +120.9% | +14.5% | +106.4% | +119.6% |
| 1Y | +119.7% | +14.1% | +105.6% | +118.8% |
| All | +119.7% | +14.1% | +105.5% | +118.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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