+119.7%
OKTA vs XPO
+38.8%
+80.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +1.0% |
| 7D | -14.2% | +3.5% | -17.7% | -14.8% |
| 30D | -12.5% | +2.8% | -15.3% | -13.0% |
| 3M | +29.2% | -7.5% | +36.7% | +30.8% |
| 6M | +147.3% | -5.9% | +153.3% | +150.1% |
| YTD | +120.9% | +38.4% | +82.6% | +98.2% |
| 1Y | +119.7% | +33.7% | +86.0% | +98.8% |
| All | +119.7% | +38.8% | +80.9% | +98.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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