+152.8%
XRT vs OKTA
+670.0%
-517.1%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | +1.7% | +8.4% | -6.7% | +0.4% |
| 30D | +7.5% | -13.7% | +21.2% | +9.5% |
| 3M | +2.2% | +18.0% | -15.8% | -2.2% |
| 6M | +14.7% | +133.8% | -119.2% | -4.3% |
| YTD | +7.5% | +111.5% | -104.0% | -9.6% |
| 1Y | +14.1% | +118.3% | -104.2% | -4.6% |
| 3Y | +58.8% | +168.0% | -109.2% | +23.8% |
| 5Y | -3.9% | -30.1% | +26.2% | -12.1% |
| All | +152.8% | +670.0% | -517.1% | +67.7% |
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