+32.5%
XLB vs OKTA
+97.4%
-64.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.1% | -4.1% | -1.3% |
| 7D | -2.9% | +5.9% | -8.8% | -3.3% |
| 30D | -3.4% | +14.6% | -17.9% | -4.5% |
| 3M | +1.6% | +44.0% | -42.4% | -1.6% |
| 6M | +3.6% | +116.7% | -113.1% | -4.2% |
| YTD | +14.2% | +99.8% | -85.5% | +6.4% |
| 1Y | +15.6% | +84.1% | -68.5% | +8.6% |
| All | +32.5% | +97.4% | -64.8% | +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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling