+172.3%
XLE vs OKTA
+620.5%
-448.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.4% | -0.5% |
| 7D | +0.5% | +0.4% | +0.1% | +0.4% |
| 30D | +6.6% | +13.8% | -7.3% | +5.4% |
| 3M | +12.3% | +48.9% | -36.6% | +8.8% |
| 6M | +18.4% | +114.9% | -96.5% | +11.0% |
| YTD | +47.2% | +97.9% | -50.7% | +38.6% |
| 1Y | +50.3% | +89.7% | -39.4% | +41.8% |
| 3Y | +55.3% | +95.8% | -40.5% | +44.1% |
| 5Y | +226.0% | -32.6% | +258.6% | +216.5% |
| All | +172.3% | +620.5% | -448.2% | +112.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling