+612.9%
OKTA vs XME
+342.0%
+270.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -2.2% |
| 7D | +0.7% | +3.6% | -2.9% | -0.7% |
| 30D | +13.0% | +3.6% | +9.4% | +11.5% |
| 3M | +43.4% | +1.2% | +42.2% | +42.2% |
| 6M | +107.6% | +9.0% | +98.6% | +98.7% |
| YTD | +93.8% | +15.9% | +77.9% | +79.8% |
| 1Y | +80.8% | +43.2% | +37.6% | +53.7% |
| 3Y | +91.8% | +137.4% | -45.6% | +33.1% |
| 5Y | -36.4% | +185.0% | -221.4% | -58.1% |
| All | +612.9% | +342.0% | +270.9% | +288.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling