+30.8%
XLV vs OKTA
+90.2%
-59.5%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.5% | -0.1% |
| 7D | -3.6% | -2.4% | -1.1% | -3.5% |
| 30D | -1.8% | +13.0% | -14.9% | -2.3% |
| 3M | +7.8% | +41.7% | -33.9% | +6.2% |
| 6M | +9.1% | +105.9% | -96.8% | +5.0% |
| YTD | +7.7% | +92.6% | -84.8% | +4.1% |
| 1Y | +20.4% | +81.1% | -60.6% | +16.8% |
| 3Y | +30.8% | +84.8% | -54.1% | +26.5% |
| All | +30.8% | +90.2% | -59.5% | +26.5% |
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