+41.9%
XLP vs OKTA
+141.0%
-99.1%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.2% | -1.3% |
| 7D | +0.7% | -19.0% | +19.7% | +0.3% |
| 30D | +10.3% | -22.6% | +32.9% | +9.8% |
| 3M | +6.5% | +17.5% | -11.0% | +6.7% |
| 6M | +8.4% | +117.8% | -109.5% | +8.5% |
| YTD | +18.2% | +95.1% | -76.9% | +18.6% |
| 1Y | +22.4% | +96.4% | -74.0% | +22.8% |
| 3Y | +41.9% | +149.0% | -107.1% | +40.3% |
| All | +41.9% | +141.0% | -99.1% | +40.3% |
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