+47.3%
EXPE vs OKTA
-30.1%
+77.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.2% |
| 7D | -0.5% | +8.4% | -8.9% | -2.2% |
| 30D | -6.1% | -13.7% | +7.6% | -3.8% |
| 3M | -21.3% | +18.0% | -39.3% | -25.9% |
| 6M | +19.0% | +133.8% | -114.8% | -7.3% |
| YTD | -8.4% | +111.5% | -119.9% | -27.3% |
| 1Y | -2.8% | +118.3% | -121.1% | -23.4% |
| 3Y | +120.8% | +168.0% | -47.3% | +57.9% |
| All | +47.3% | -30.1% | +77.4% | +41.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling