+208.3%
XLI vs OKTA
+627.3%
-419.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.1% | -4.6% | -1.8% |
| 7D | -0.6% | +5.9% | -6.5% | -1.2% |
| 30D | -6.9% | +14.6% | -21.5% | -8.7% |
| 3M | -1.9% | +44.0% | -45.9% | -6.3% |
| 6M | +1.0% | +116.7% | -115.7% | -8.7% |
| YTD | +11.3% | +99.8% | -88.4% | +1.2% |
| 1Y | +15.8% | +84.1% | -68.3% | +6.2% |
| 3Y | +69.8% | +97.7% | -27.9% | +51.4% |
| 5Y | +80.9% | -35.2% | +116.1% | +75.1% |
| All | +208.3% | +627.3% | -419.0% | +113.5% |
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