+114.7%
XLP vs OKTA
+647.7%
-533.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.3% | -4.4% | +0.7% |
| 7D | +0.1% | -3.9% | +4.0% | +0.2% |
| 30D | +8.9% | -23.5% | +32.4% | +9.9% |
| 3M | +7.5% | +19.7% | -12.2% | +6.2% |
| 6M | +9.4% | +111.6% | -102.2% | +4.8% |
| YTD | +19.3% | +105.4% | -86.1% | +14.1% |
| 1Y | +21.7% | +108.4% | -86.7% | +16.3% |
| 3Y | +44.0% | +167.8% | -123.9% | +33.9% |
| 5Y | +42.8% | -33.8% | +76.6% | +41.4% |
| All | +114.7% | +647.7% | -533.0% | +82.7% |
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 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