+634.8%
OKTA vs EXPD
+274.8%
+359.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.3% | +1.8% | +2.5% |
| 7D | +5.9% | +1.2% | +4.7% | +5.3% |
| 30D | +14.6% | +5.2% | +9.4% | +11.9% |
| 3M | +44.0% | +13.2% | +30.8% | +35.6% |
| 6M | +116.7% | +30.3% | +86.4% | +90.2% |
| YTD | +99.8% | +27.0% | +72.7% | +75.8% |
| 1Y | +84.1% | +57.3% | +26.8% | +44.2% |
| 3Y | +97.7% | +70.0% | +27.7% | +45.2% |
| 5Y | -35.2% | +61.6% | -96.8% | -52.4% |
| All | +634.8% | +274.8% | +359.9% | +283.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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