+58.3%
XOP vs OKTA
+601.1%
-542.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.8% | +0.4% |
| 7D | +2.6% | -2.4% | +5.0% | +2.9% |
| 30D | +9.6% | +13.0% | -3.4% | +7.6% |
| 3M | +20.4% | +41.7% | -21.3% | +15.0% |
| 6M | +19.9% | +105.9% | -86.0% | +8.5% |
| YTD | +56.4% | +92.6% | -36.2% | +42.2% |
| 1Y | +52.4% | +81.1% | -28.6% | +39.4% |
| 3Y | +39.9% | +84.8% | -45.0% | +25.0% |
| 5Y | +163.7% | -34.4% | +198.2% | +152.2% |
| All | +58.3% | +601.1% | -542.7% | +12.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling