+98.5%
XLP vs OKTA
+618.3%
-519.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -1.0% | +2.6% | -3.6% | -1.1% |
| 30D | -0.9% | +16.0% | -16.9% | -1.7% |
| 3M | +3.8% | +38.2% | -34.3% | +2.1% |
| 6M | -1.7% | +137.8% | -139.5% | -6.4% |
| YTD | +10.3% | +97.3% | -87.0% | +5.9% |
| 1Y | +7.8% | +90.1% | -82.3% | +3.7% |
| 3Y | +27.2% | +98.0% | -70.8% | +20.6% |
| 5Y | +32.5% | -36.9% | +69.4% | +31.8% |
| All | +98.5% | +618.3% | -519.9% | +69.7% |
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