+137.5%
XRT vs OKTA
+605.7%
-468.2%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -1.9% |
| 7D | -0.3% | +0.7% | -1.0% | -0.4% |
| 30D | -5.6% | +13.0% | -18.6% | -8.3% |
| 3M | +2.5% | +43.4% | -40.9% | -4.7% |
| 6M | +3.7% | +107.6% | -104.0% | -11.4% |
| YTD | +1.0% | +93.8% | -92.8% | -13.0% |
| 1Y | -1.2% | +80.8% | -82.0% | -13.9% |
| 3Y | +43.4% | +91.8% | -48.4% | +19.5% |
| 5Y | -0.7% | -36.4% | +35.7% | -7.0% |
| All | +137.5% | +605.7% | -468.2% | +61.2% |
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 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