+247.9%
SOXX vs OKTA
-34.5%
+282.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.7% | +4.6% | +2.5% |
| 7D | +1.4% | -2.4% | +3.8% | +1.9% |
| 30D | -3.6% | +13.0% | -16.6% | -7.4% |
| 3M | -10.2% | +41.7% | -51.9% | -18.9% |
| 6M | +54.2% | +105.9% | -51.7% | +22.6% |
| YTD | +75.2% | +92.6% | -17.3% | +40.7% |
| 1Y | +107.5% | +81.1% | +26.4% | +69.7% |
| 3Y | +226.8% | +84.8% | +141.9% | +155.7% |
| All | +247.9% | -34.5% | +282.3% | +249.1% |
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