+675.2%
OKTA vs EXPD
+287.3%
+387.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.9% | -0.7% | +0.8% |
| 7D | -4.6% | -1.6% | -3.0% | -3.7% |
| 30D | -19.7% | +0.6% | -20.4% | -19.9% |
| 3M | +21.2% | +9.8% | +11.4% | +15.9% |
| 6M | +123.1% | +25.8% | +97.3% | +99.8% |
| YTD | +110.8% | +31.3% | +79.5% | +82.5% |
| 1Y | +113.0% | +40.9% | +72.0% | +77.8% |
| 3Y | +168.9% | +74.7% | +94.2% | +95.0% |
| 5Y | -28.7% | +62.9% | -91.5% | -47.7% |
| All | +675.2% | +287.3% | +387.9% | +298.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling