+71.4%
XLC vs OKTA
+90.2%
-18.9%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.7% | +3.7% | +1.2% |
| 7D | +0.5% | -2.4% | +2.9% | +0.7% |
| 30D | +2.1% | +13.0% | -10.9% | +0.7% |
| 3M | +0.7% | +41.7% | -41.0% | -3.3% |
| 6M | -3.2% | +105.9% | -109.1% | -11.9% |
| YTD | -3.8% | +92.6% | -96.3% | -11.9% |
| 1Y | -2.0% | +81.1% | -83.1% | -9.6% |
| 3Y | +71.4% | +84.8% | -13.5% | +56.0% |
| All | +71.4% | +90.2% | -18.9% | +56.0% |
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 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