+168.0%
OKTA vs EXR
+53.5%
+114.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | +8.4% | -0.4% | +8.8% | +8.5% |
| 30D | -13.7% | +18.2% | -31.9% | -15.8% |
| 3M | +18.0% | +7.3% | +10.7% | +17.0% |
| 6M | +133.8% | +13.8% | +120.0% | +128.4% |
| YTD | +111.5% | +25.9% | +85.6% | +98.5% |
| 1Y | +118.3% | +25.8% | +92.5% | +104.8% |
| 3Y | +168.0% | +53.7% | +114.3% | +120.9% |
| All | +168.0% | +53.5% | +114.5% | +120.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling