-35.2%
OKTA vs EXR
-13.9%
-21.3%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.5% | +5.6% | +4.1% |
| 7D | +5.9% | -3.1% | +9.0% | +7.2% |
| 30D | +14.6% | -7.5% | +22.1% | +18.3% |
| 3M | +44.0% | -7.5% | +51.5% | +48.2% |
| 6M | +116.7% | -5.2% | +121.9% | +118.9% |
| YTD | +99.8% | +6.5% | +93.3% | +88.4% |
| 1Y | +84.1% | -2.0% | +86.1% | +80.5% |
| 3Y | +97.7% | +21.5% | +76.2% | +61.4% |
| 5Y | -35.2% | -11.5% | -23.7% | -36.8% |
| All | -35.2% | -13.9% | -21.3% | -36.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling