+676.2%
XLK vs OKTA
+601.1%
+75.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.7% | +4.0% | +1.9% |
| 7D | +0.2% | -2.4% | +2.6% | +0.7% |
| 30D | -0.6% | +13.0% | -13.7% | -4.3% |
| 3M | +2.6% | +41.7% | -39.1% | -6.7% |
| 6M | +34.0% | +105.9% | -72.0% | +9.4% |
| YTD | +30.7% | +92.6% | -61.9% | +7.8% |
| 1Y | +39.2% | +81.1% | -41.9% | +16.3% |
| 3Y | +120.4% | +84.8% | +35.6% | +76.4% |
| 5Y | +148.8% | -34.4% | +183.2% | +138.1% |
| All | +676.2% | +601.1% | +75.1% | +342.7% |
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 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