+608.2%
OKTA vs XLRE
+86.6%
+521.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.9% | -3.6% | -3.3% |
| 7D | -2.4% | -1.2% | -1.2% | -1.7% |
| 30D | +13.0% | -2.4% | +15.4% | +14.7% |
| 3M | +41.7% | -2.5% | +44.2% | +43.3% |
| 6M | +105.9% | +4.0% | +102.0% | +97.8% |
| YTD | +92.6% | +9.3% | +83.3% | +77.7% |
| 1Y | +81.1% | +5.6% | +75.5% | +71.0% |
| 3Y | +84.8% | +31.3% | +53.6% | +47.7% |
| 5Y | -34.4% | +9.5% | -44.0% | -39.7% |
| All | +608.2% | +86.6% | +521.6% | +385.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling