+154.8%
EXPE vs OKTA
+97.4%
+57.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.1% | -3.8% | -1.2% |
| 7D | -11.5% | +5.9% | -17.4% | -12.4% |
| 30D | -13.1% | +14.6% | -27.6% | -15.6% |
| 3M | +18.1% | +44.0% | -25.8% | +8.8% |
| 6M | +13.3% | +116.7% | -103.4% | -7.2% |
| YTD | -3.2% | +99.8% | -103.0% | -19.2% |
| 1Y | +26.1% | +84.1% | -57.9% | +6.8% |
| All | +154.8% | +97.4% | +57.4% | +106.1% |
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