+136.1%
XBI vs OKTA
+620.5%
-484.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.4% |
| 7D | -4.6% | +0.4% | -5.0% | -4.7% |
| 30D | -0.8% | +13.8% | -14.6% | -5.2% |
| 3M | +21.8% | +48.9% | -27.1% | +8.1% |
| 6M | +23.2% | +114.9% | -91.8% | -3.6% |
| YTD | +28.7% | +97.9% | -69.1% | +2.2% |
| 1Y | +67.8% | +89.7% | -21.9% | +34.4% |
| 3Y | +100.6% | +95.8% | +4.8% | +50.7% |
| 5Y | +19.8% | -32.6% | +52.4% | +13.8% |
| All | +136.1% | +620.5% | -484.4% | +22.3% |
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