+33.4%
XLB vs OKTA
-35.6%
+69.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.1% |
| 7D | -3.5% | +0.4% | -3.9% | -3.6% |
| 30D | -4.7% | +13.8% | -18.5% | -6.2% |
| 3M | +2.7% | +48.9% | -46.2% | -2.0% |
| 6M | +2.6% | +114.9% | -112.3% | -6.9% |
| YTD | +12.8% | +97.9% | -85.0% | +3.0% |
| 1Y | +14.0% | +89.7% | -75.7% | +4.5% |
| 3Y | +31.5% | +95.8% | -64.3% | +17.6% |
| 5Y | +33.4% | -32.6% | +66.1% | +26.3% |
| All | +33.4% | -35.6% | +69.0% | +26.3% |
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 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