+115.5%
OKTA vs EXPD
+41.2%
+74.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | 0.0% |
| 7D | +6.6% | +3.6% | +3.0% | +5.5% |
| 30D | -19.4% | +0.3% | -19.7% | -19.4% |
| 3M | +23.9% | +6.1% | +17.9% | +22.3% |
| 6M | +130.9% | +27.4% | +103.5% | +118.0% |
| YTD | +111.1% | +32.0% | +79.1% | +98.4% |
| 1Y | +115.5% | +40.5% | +75.0% | +100.7% |
| All | +115.5% | +41.2% | +74.3% | +100.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling