+65.8%
XLE vs OKTA
+171.0%
-105.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.2% | -0.3% | +1.8% |
| 7D | -0.2% | -4.6% | +4.4% | -0.1% |
| 30D | -4.0% | -19.7% | +15.7% | -3.4% |
| 3M | +4.6% | +21.2% | -16.6% | +3.8% |
| 6M | +12.3% | +123.1% | -110.8% | +7.6% |
| YTD | +44.5% | +110.8% | -66.2% | +38.5% |
| 1Y | +42.4% | +113.0% | -70.5% | +36.3% |
| All | +65.8% | +171.0% | -105.2% | +56.4% |
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