+608.2%
OKTA vs XME
+318.7%
+289.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.7% | -2.3% |
| 7D | -2.4% | -4.2% | +1.8% | -0.9% |
| 30D | +13.0% | -2.7% | +15.7% | +14.1% |
| 3M | +41.7% | -3.9% | +45.6% | +43.2% |
| 6M | +105.9% | -1.0% | +106.9% | +104.1% |
| YTD | +92.6% | +9.8% | +82.7% | +82.1% |
| 1Y | +81.1% | +32.5% | +48.5% | +58.4% |
| 3Y | +84.8% | +124.3% | -39.5% | +30.9% |
| 5Y | -34.4% | +165.8% | -200.2% | -55.8% |
| All | +608.2% | +318.7% | +289.5% | +293.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling