+132.4%
EXPE vs OKTA
+601.1%
-468.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.7% | +4.1% | +1.9% |
| 7D | -5.8% | -2.4% | -3.4% | -5.3% |
| 30D | -13.6% | +13.0% | -26.7% | -16.7% |
| 3M | +25.2% | +41.7% | -16.5% | +14.8% |
| 6M | +22.3% | +105.9% | -83.6% | +1.7% |
| YTD | -0.3% | +92.6% | -92.9% | -15.9% |
| 1Y | +27.8% | +81.1% | -53.2% | +9.1% |
| 3Y | +162.4% | +84.8% | +77.6% | +115.4% |
| 5Y | +95.8% | -34.4% | +130.3% | +80.2% |
| All | +132.4% | +601.1% | -468.6% | +46.6% |
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