+133.1%
XLB vs OKTA
+601.1%
-468.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.7% | +3.1% | +0.7% |
| 7D | -2.8% | -2.4% | -0.4% | -2.6% |
| 30D | -3.1% | +13.0% | -16.1% | -4.8% |
| 3M | -0.2% | +41.7% | -41.9% | -4.6% |
| 6M | +3.1% | +105.9% | -102.9% | -6.7% |
| YTD | +13.3% | +92.6% | -79.3% | +3.0% |
| 1Y | +12.0% | +81.1% | -69.0% | +2.5% |
| 3Y | +31.4% | +84.8% | -53.4% | +17.4% |
| 5Y | +33.9% | -34.4% | +68.4% | +28.7% |
| All | +133.1% | +601.1% | -468.0% | +61.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling