+116.0%
SLV vs OKTA
+171.9%
-55.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.2% |
| 7D | -5.8% | +8.4% | -14.3% | -6.3% |
| 30D | -12.1% | -13.7% | +1.6% | -11.4% |
| 3M | -24.1% | +18.0% | -42.1% | -25.1% |
| 6M | -44.4% | +133.8% | -178.2% | -47.6% |
| YTD | -31.5% | +111.5% | -143.0% | -34.9% |
| 1Y | -6.9% | +118.3% | -125.3% | -11.9% |
| 3Y | +116.0% | +168.0% | -52.0% | +97.9% |
| All | +116.0% | +171.9% | -55.9% | +97.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling