+84.8%
OKTA vs XPO
+151.0%
-66.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.7% |
| 7D | -2.4% | -5.7% | +3.3% | -1.0% |
| 30D | +13.0% | -12.8% | +25.8% | +17.0% |
| 3M | +41.7% | -20.0% | +61.7% | +49.6% |
| 6M | +105.9% | -6.0% | +112.0% | +107.7% |
| YTD | +92.6% | +34.0% | +58.5% | +74.0% |
| 1Y | +81.1% | +35.6% | +45.5% | +62.3% |
| 3Y | +84.8% | +152.3% | -67.5% | +40.9% |
| All | +84.8% | +151.0% | -66.1% | +40.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling