+139.9%
XLB vs OKTA
+618.3%
-478.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.4% |
| 7D | -1.4% | +2.6% | -4.0% | -1.7% |
| 30D | -0.4% | +16.0% | -16.4% | -2.4% |
| 3M | +2.0% | +38.2% | -36.2% | -2.3% |
| 6M | +1.8% | +137.8% | -136.0% | -9.5% |
| YTD | +16.6% | +97.3% | -80.7% | +5.8% |
| 1Y | +16.9% | +90.1% | -73.2% | +6.4% |
| 3Y | +32.6% | +98.0% | -65.5% | +17.5% |
| 5Y | +35.6% | -36.9% | +72.6% | +31.0% |
| All | +139.9% | +618.3% | -478.4% | +66.0% |
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