+225.7%
XLE vs OKTA
-36.4%
+262.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.9% | +1.2% |
| 7D | 0.0% | +0.7% | -0.7% | 0.0% |
| 30D | +12.6% | +13.0% | -0.4% | +11.7% |
| 3M | +11.8% | +43.4% | -31.6% | +9.3% |
| 6M | +16.1% | +107.6% | -91.6% | +10.3% |
| YTD | +46.9% | +93.8% | -47.0% | +39.9% |
| 1Y | +53.3% | +80.8% | -27.6% | +46.5% |
| 3Y | +54.9% | +91.8% | -36.9% | +46.0% |
| 5Y | +225.7% | -36.4% | +262.1% | +208.7% |
| All | +225.7% | -36.4% | +262.1% | +208.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling