-41.5%
OKTA vs EXE
+192.2%
-233.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.0% | -1.8% |
| 7D | +0.7% | -1.8% | +2.5% | +1.1% |
| 30D | +13.0% | +6.4% | +6.6% | +11.6% |
| 3M | +43.4% | +9.2% | +34.2% | +40.6% |
| 6M | +107.6% | -7.0% | +114.6% | +109.9% |
| YTD | +93.8% | -9.5% | +103.3% | +96.4% |
| 1Y | +80.8% | +6.2% | +74.6% | +75.4% |
| 3Y | +91.8% | +20.7% | +71.1% | +80.0% |
| 5Y | -36.4% | +103.6% | -140.0% | -44.3% |
| All | -41.5% | +192.2% | -233.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling