-32.6%
OKTA vs EXE
+99.3%
-132.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | +0.4% | -2.2% | +2.6% | +0.9% |
| 30D | +13.8% | -0.8% | +14.6% | +14.0% |
| 3M | +48.9% | +10.0% | +38.9% | +45.5% |
| 6M | +114.9% | -6.3% | +121.3% | +117.1% |
| YTD | +97.9% | -10.7% | +108.6% | +101.3% |
| 1Y | +89.7% | +2.7% | +87.0% | +85.0% |
| 3Y | +95.8% | +19.1% | +76.7% | +82.8% |
| 5Y | -32.6% | +105.4% | -138.1% | -42.3% |
| All | -32.6% | +99.3% | -132.0% | -42.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling