-41.9%
OKTA vs EXE
+182.2%
-224.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.1% | -0.6% | -2.3% |
| 7D | -2.4% | -3.1% | +0.7% | -1.8% |
| 30D | +13.0% | -0.9% | +13.9% | +13.3% |
| 3M | +41.7% | +9.6% | +32.1% | +38.9% |
| 6M | +105.9% | -11.6% | +117.5% | +110.5% |
| YTD | +92.6% | -12.6% | +105.1% | +96.5% |
| 1Y | +81.1% | +1.2% | +79.9% | +77.6% |
| 3Y | +84.8% | +18.0% | +66.8% | +74.3% |
| 5Y | -34.4% | +101.1% | -135.5% | -42.2% |
| All | -41.9% | +182.2% | -224.1% | -49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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