+84.8%
OKTA vs EXEL
+154.7%
-69.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.3% | -0.4% | -2.5% |
| 7D | -2.4% | -4.9% | +2.5% | -2.0% |
| 30D | +13.0% | +11.4% | +1.6% | +11.8% |
| 3M | +41.7% | +4.9% | +36.8% | +40.9% |
| 6M | +105.9% | +34.4% | +71.5% | +98.3% |
| YTD | +92.6% | +28.0% | +64.5% | +86.4% |
| 1Y | +81.1% | +43.6% | +37.4% | +72.4% |
| 3Y | +84.8% | +155.2% | -70.4% | +54.8% |
| All | +84.8% | +154.7% | -69.9% | +54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 3y: compounded portfolio wealth divided by compounded EXEL 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…
3y analysis · Full analysis span regression · 6 months rolling