-35.6%
OKTA vs EXPD
+61.6%
-97.2%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.3% |
| 7D | +2.6% | -1.1% | +3.8% | +3.2% |
| 30D | +16.0% | +4.1% | +11.9% | +13.8% |
| 3M | +38.2% | +17.9% | +20.3% | +27.2% |
| 6M | +137.8% | +29.2% | +108.6% | +108.3% |
| YTD | +97.3% | +27.4% | +69.9% | +72.2% |
| 1Y | +90.1% | +56.8% | +33.3% | +46.3% |
| 3Y | +98.0% | +68.0% | +30.0% | +41.0% |
| All | -35.6% | +61.6% | -97.2% | -58.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling