+251.3%
SLV vs OKTA
+618.3%
-367.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -0.3% | +2.6% | -3.0% | -0.5% |
| 30D | +6.7% | +16.0% | -9.3% | +5.4% |
| 3M | -10.7% | +38.2% | -48.8% | -12.7% |
| 6M | -20.6% | +137.8% | -158.4% | -25.5% |
| YTD | -7.1% | +97.3% | -104.4% | -11.8% |
| 1Y | +62.0% | +90.1% | -28.1% | +54.1% |
| 3Y | +169.8% | +98.0% | +71.8% | +152.9% |
| 5Y | +161.5% | -36.9% | +198.4% | +155.4% |
| All | +251.3% | +618.3% | -367.1% | +210.5% |
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