+162.3%
SOXL vs OKTA
-34.5%
+196.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.7% | +7.9% | +7.2% |
| 7D | +3.9% | -2.4% | +6.3% | +5.5% |
| 30D | -14.3% | +13.0% | -27.3% | -24.6% |
| 3M | -45.6% | +41.7% | -87.3% | -60.2% |
| 6M | +117.2% | +105.9% | +11.2% | +5.5% |
| YTD | +189.8% | +92.6% | +97.3% | +44.2% |
| 1Y | +317.7% | +81.1% | +236.7% | +124.2% |
| 3Y | +478.6% | +84.8% | +393.8% | +206.1% |
| All | +162.3% | -34.5% | +196.7% | +262.0% |
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