+141.4%
XLC vs OKTA
+210.2%
-68.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | -0.2% |
| 7D | +0.6% | +0.7% | -0.1% | +0.4% |
| 30D | +0.2% | +13.0% | -12.8% | -2.7% |
| 3M | +0.6% | +43.4% | -42.8% | -6.9% |
| 6M | -4.5% | +107.6% | -112.1% | -19.1% |
| YTD | -4.7% | +93.8% | -98.5% | -18.7% |
| 1Y | -1.7% | +80.8% | -82.5% | -15.1% |
| 3Y | +72.3% | +91.8% | -19.5% | +41.3% |
| 5Y | +37.8% | -36.4% | +74.1% | +33.4% |
| All | +141.4% | +210.2% | -68.8% | +48.6% |
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