+625.6%
OKTA vs EXR
+153.7%
+471.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.5% |
| 7D | +2.6% | -2.6% | +5.2% | +3.5% |
| 30D | +16.0% | -7.2% | +23.2% | +19.0% |
| 3M | +38.2% | -3.5% | +41.7% | +39.4% |
| 6M | +137.8% | -5.3% | +143.1% | +140.1% |
| YTD | +97.3% | +9.4% | +87.9% | +87.4% |
| 1Y | +90.1% | +1.3% | +88.8% | +85.4% |
| 3Y | +98.0% | +22.4% | +75.6% | +74.2% |
| 5Y | -36.9% | -12.2% | -24.7% | -36.8% |
| All | +625.6% | +153.7% | +471.9% | +495.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling