+93.1%
EXPE vs OKTA
-35.6%
+128.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +1.8% |
| 7D | -8.7% | +0.4% | -9.1% | -8.7% |
| 30D | -13.6% | +13.8% | -27.5% | -17.1% |
| 3M | +26.6% | +48.9% | -22.2% | +13.6% |
| 6M | +19.9% | +114.9% | -95.0% | -4.0% |
| YTD | -1.7% | +97.9% | -99.6% | -19.7% |
| 1Y | +29.4% | +89.7% | -60.2% | +6.7% |
| 3Y | +155.7% | +95.8% | +59.8% | +100.2% |
| 5Y | +93.1% | -32.6% | +125.7% | +80.6% |
| All | +93.1% | -35.6% | +128.6% | +80.6% |
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 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