+74.2%
XLF vs OKTA
+90.2%
-16.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.7% | +3.4% | +0.9% |
| 7D | -1.5% | -2.4% | +0.9% | -1.3% |
| 30D | -1.2% | +13.0% | -14.2% | -2.3% |
| 3M | +9.2% | +41.7% | -32.5% | +5.6% |
| 6M | +16.3% | +105.9% | -89.6% | +7.5% |
| YTD | +5.4% | +92.6% | -87.1% | -2.2% |
| 1Y | +7.6% | +81.1% | -73.5% | +0.4% |
| 3Y | +74.2% | +84.8% | -10.6% | +61.1% |
| All | +74.2% | +90.2% | -16.0% | +61.1% |
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