+97.1%
XLP vs OKTA
+605.7%
-508.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.6% |
| 7D | -1.4% | +0.7% | -2.1% | -1.5% |
| 30D | -1.3% | +13.0% | -14.3% | -2.0% |
| 3M | +1.8% | +43.4% | -41.6% | 0.0% |
| 6M | -0.8% | +107.6% | -108.4% | -4.8% |
| YTD | +9.5% | +93.8% | -84.3% | +5.3% |
| 1Y | +7.2% | +80.8% | -73.7% | +3.4% |
| 3Y | +27.1% | +91.8% | -64.7% | +20.7% |
| 5Y | +32.0% | -36.4% | +68.4% | +31.1% |
| All | +97.1% | +605.7% | -508.5% | +68.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling