+174.0%
XLE vs OKTA
+670.0%
-495.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | +5.4% | +8.4% | -3.0% | +4.9% |
| 30D | -3.9% | -13.7% | +9.8% | -3.2% |
| 3M | +7.0% | +18.0% | -11.0% | +5.3% |
| 6M | +14.2% | +133.8% | -119.6% | +6.4% |
| YTD | +48.2% | +111.5% | -63.3% | +38.5% |
| 1Y | +47.7% | +118.3% | -70.6% | +37.6% |
| 3Y | +70.0% | +168.0% | -98.0% | +54.0% |
| 5Y | +169.1% | -30.1% | +199.2% | +160.3% |
| All | +174.0% | +670.0% | -495.9% | +112.6% |
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