+214.5%
SCHD vs OKTA
+601.1%
-386.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.7% | +3.1% | +0.6% |
| 7D | -2.0% | -2.4% | +0.4% | -1.8% |
| 30D | -0.4% | +13.0% | -13.4% | -1.7% |
| 3M | +5.7% | +41.7% | -36.0% | +2.3% |
| 6M | +11.9% | +105.9% | -94.1% | +4.2% |
| YTD | +26.4% | +92.6% | -66.1% | +18.1% |
| 1Y | +27.6% | +81.1% | -53.4% | +19.7% |
| 3Y | +54.9% | +84.8% | -29.9% | +42.6% |
| 5Y | +60.9% | -34.4% | +95.4% | +56.6% |
| All | +214.5% | +601.1% | -386.6% | +136.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OKTA.
Daily Out/Under-Performance
Portfolio return minus OKTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKTA 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 OKTA 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