+54.7%
XLE vs OKTA
+97.2%
-42.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | +2.2% | +2.6% | -0.4% | +2.1% |
| 30D | +11.8% | +16.0% | -4.2% | +11.0% |
| 3M | +9.8% | +38.2% | -28.3% | +8.1% |
| 6M | +15.6% | +137.8% | -122.2% | +9.5% |
| YTD | +45.3% | +97.3% | -52.0% | +39.2% |
| 1Y | +48.3% | +90.1% | -41.8% | +42.3% |
| All | +54.7% | +97.2% | -42.5% | +45.2% |
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