+658.7%
OKTA vs EXPD
+276.6%
+382.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.7% | +0.5% |
| 7D | -6.0% | -7.4% | +1.4% | -2.4% |
| 30D | -23.2% | -2.1% | -21.1% | -22.3% |
| 3M | +18.3% | +5.7% | +12.6% | +15.2% |
| 6M | +112.6% | +21.4% | +91.2% | +93.6% |
| YTD | +106.3% | +27.6% | +78.6% | +81.0% |
| 1Y | +108.0% | +36.1% | +71.9% | +76.6% |
| 3Y | +163.2% | +69.9% | +93.3% | +93.4% |
| 5Y | -30.9% | +59.7% | -90.6% | -48.8% |
| All | +658.7% | +276.6% | +382.1% | +295.3% |
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