+70.3%
XLI vs OKTA
+90.2%
-19.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.7% | +3.8% | +1.3% |
| 7D | -1.7% | -2.4% | +0.7% | -1.5% |
| 30D | -7.3% | +13.0% | -20.3% | -8.4% |
| 3M | -1.3% | +41.7% | -43.0% | -4.6% |
| 6M | +2.2% | +105.9% | -103.7% | -5.4% |
| YTD | +11.7% | +92.6% | -80.8% | +3.9% |
| 1Y | +14.3% | +81.1% | -66.8% | +7.0% |
| 3Y | +70.3% | +84.8% | -14.5% | +58.0% |
| All | +70.3% | +90.2% | -19.9% | +58.0% |
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