+627.8%
OKTA vs EXEL
+182.2%
+445.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.6% |
| 7D | +0.4% | -2.9% | +3.3% | +1.1% |
| 30D | +13.8% | +11.9% | +1.9% | +10.6% |
| 3M | +48.9% | +9.2% | +39.7% | +45.3% |
| 6M | +114.9% | +39.1% | +75.8% | +96.3% |
| YTD | +97.9% | +31.0% | +66.9% | +83.1% |
| 1Y | +89.7% | +52.3% | +37.3% | +68.0% |
| 3Y | +95.8% | +159.7% | -63.9% | +44.4% |
| 5Y | -32.6% | +187.7% | -220.4% | -52.2% |
| All | +627.8% | +182.2% | +445.6% | +377.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling