+131.7%
XRT vs OKTA
+620.5%
-488.7%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.6% |
| 7D | -3.6% | +0.4% | -4.0% | -3.6% |
| 30D | -6.7% | +13.8% | -20.5% | -9.4% |
| 3M | -1.4% | +48.9% | -50.3% | -8.9% |
| 6M | +1.7% | +114.9% | -113.2% | -13.6% |
| YTD | -1.5% | +97.9% | -99.4% | -15.4% |
| 1Y | -2.5% | +89.7% | -92.2% | -15.8% |
| 3Y | +39.9% | +95.8% | -55.9% | +16.2% |
| 5Y | -2.6% | -32.6% | +30.0% | -9.6% |
| All | +131.7% | +620.5% | -488.7% | +56.8% |
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 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