+41.8%
XRT vs OKTA
+90.2%
-48.4%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.7% | +4.1% | +1.7% |
| 7D | -3.2% | -2.4% | -0.8% | -3.0% |
| 30D | -4.5% | +13.0% | -17.5% | -6.1% |
| 3M | -3.1% | +41.7% | -44.8% | -7.8% |
| 6M | +4.2% | +105.9% | -101.7% | -7.5% |
| YTD | -0.1% | +92.6% | -92.7% | -10.6% |
| 1Y | -3.0% | +81.1% | -84.1% | -12.4% |
| 3Y | +41.8% | +84.8% | -43.0% | +22.2% |
| All | +41.8% | +90.2% | -48.4% | +22.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling