+2,315.1%
SOXL vs OKTA
+620.5%
+1,694.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.9% | -7.1% | -7.3% |
| 7D | +8.5% | +0.4% | +8.0% | +8.1% |
| 30D | -13.0% | +13.8% | -26.8% | -24.5% |
| 3M | -35.9% | +48.9% | -84.8% | -55.4% |
| 6M | +112.1% | +114.9% | -2.9% | -3.0% |
| YTD | +175.4% | +97.9% | +77.5% | +30.6% |
| 1Y | +304.9% | +89.7% | +215.2% | +103.5% |
| 3Y | +448.6% | +95.8% | +352.7% | +168.4% |
| 5Y | +156.1% | -32.6% | +188.7% | +189.8% |
| All | +2,315.1% | +620.5% | +1,694.6% | +500.5% |
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