+176.1%
SLV vs OKTA
-34.9%
+211.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.1% | -0.8% | +2.1% |
| 7D | +2.8% | +5.9% | -3.1% | +2.4% |
| 30D | +2.2% | +14.6% | -12.4% | +1.1% |
| 3M | +2.9% | +44.0% | -41.1% | +0.4% |
| 6M | -22.4% | +116.7% | -139.1% | -26.5% |
| YTD | -5.7% | +99.8% | -105.5% | -10.2% |
| 1Y | +63.3% | +84.1% | -20.7% | +56.3% |
| 3Y | +189.0% | +97.7% | +91.3% | +172.0% |
| All | +176.1% | -34.9% | +211.1% | +160.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling