+183.6%
XLY vs OKTA
+601.1%
-417.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.7% | +3.6% | +1.4% |
| 7D | -1.7% | -2.4% | +0.7% | -1.3% |
| 30D | -4.2% | +13.0% | -17.2% | -7.2% |
| 3M | -2.7% | +41.7% | -44.4% | -10.0% |
| 6M | -0.6% | +105.9% | -106.6% | -16.2% |
| YTD | -5.0% | +92.6% | -97.6% | -19.3% |
| 1Y | -4.1% | +81.1% | -85.2% | -17.6% |
| 3Y | +33.6% | +84.8% | -51.2% | +10.3% |
| 5Y | +28.7% | -34.4% | +63.2% | +21.6% |
| All | +183.6% | +601.1% | -417.4% | +80.1% |
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