+56.9%
XOP vs OKTA
+605.7%
-548.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.4% | +1.9% |
| 7D | +0.6% | +0.7% | -0.1% | +0.5% |
| 30D | +16.5% | +13.0% | +3.5% | +14.5% |
| 3M | +15.7% | +43.4% | -27.7% | +10.4% |
| 6M | +19.2% | +107.6% | -88.4% | +7.8% |
| YTD | +55.0% | +93.8% | -38.9% | +40.8% |
| 1Y | +54.2% | +80.8% | -26.7% | +41.0% |
| 3Y | +35.9% | +91.8% | -55.9% | +20.9% |
| 5Y | +162.4% | -36.4% | +198.8% | +151.9% |
| All | +56.9% | +605.7% | -548.8% | +11.8% |
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