+119.7%
OKTA vs XME
+5.2%
+114.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.9% |
| 7D | -14.2% | -5.5% | -8.7% | -13.1% |
| 30D | -12.5% | -11.1% | -1.4% | -10.4% |
| 3M | +29.2% | -11.1% | +40.4% | +32.7% |
| 6M | +147.3% | -18.0% | +165.3% | +156.6% |
| YTD | +120.9% | -7.4% | +128.3% | +120.7% |
| 1Y | +119.7% | +6.7% | +113.0% | +106.9% |
| All | +119.7% | +5.2% | +114.5% | +106.9% |
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