+627.8%
OKTA vs EXR
+148.6%
+479.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.2% |
| 7D | +0.4% | -3.2% | +3.6% | +1.5% |
| 30D | +13.8% | -6.9% | +20.7% | +16.6% |
| 3M | +48.9% | -7.8% | +56.7% | +52.6% |
| 6M | +114.9% | -4.9% | +119.8% | +116.6% |
| YTD | +97.9% | +7.2% | +90.7% | +89.2% |
| 1Y | +89.7% | -1.5% | +91.2% | +86.8% |
| 3Y | +95.8% | +22.3% | +73.6% | +72.0% |
| 5Y | -32.6% | -10.9% | -21.7% | -32.6% |
| All | +627.8% | +148.6% | +479.2% | +500.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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