+90.1%
OKTA vs XME
+46.4%
+43.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | +2.6% | -0.1% | +2.7% | +2.6% |
| 30D | +16.0% | +6.0% | +10.0% | +15.0% |
| 3M | +38.2% | -7.7% | +45.9% | +40.0% |
| 6M | +137.8% | +1.0% | +136.8% | +137.4% |
| YTD | +97.3% | +14.6% | +82.7% | +89.1% |
| 1Y | +90.1% | +46.0% | +44.2% | +57.2% |
| All | +90.1% | +46.4% | +43.7% | +57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 1y: compounded portfolio wealth divided by compounded XME 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…
1y analysis · Full analysis span regression · 6 months rolling