+608.2%
OKTA vs XPO
+1,018.4%
-410.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.7% |
| 7D | -2.4% | -5.7% | +3.3% | -0.8% |
| 30D | +13.0% | -12.8% | +25.8% | +17.6% |
| 3M | +41.7% | -20.0% | +61.7% | +50.8% |
| 6M | +105.9% | -6.0% | +112.0% | +108.0% |
| YTD | +92.6% | +34.0% | +58.5% | +72.8% |
| 1Y | +81.1% | +35.6% | +45.5% | +61.0% |
| 3Y | +84.8% | +152.3% | -67.5% | +29.8% |
| 5Y | -34.4% | +264.4% | -298.8% | -61.3% |
| All | +608.2% | +1,018.4% | -410.2% | +256.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling