+159.6%
XLV vs OKTA
+601.1%
-441.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.5% | 0.0% |
| 7D | -3.6% | -2.4% | -1.1% | -3.4% |
| 30D | -1.8% | +13.0% | -14.9% | -3.2% |
| 3M | +7.8% | +41.7% | -33.9% | +3.9% |
| 6M | +9.1% | +105.9% | -96.8% | +0.6% |
| YTD | +7.7% | +92.6% | -84.8% | -0.2% |
| 1Y | +20.4% | +81.1% | -60.6% | +12.0% |
| 3Y | +30.8% | +84.8% | -54.1% | +19.0% |
| 5Y | +34.6% | -34.4% | +69.1% | +33.3% |
| All | +159.6% | +601.1% | -441.4% | +87.8% |
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