+116.7%
OKTA vs XPO
+0.1%
+116.7%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.1% | +6.1% | +3.9% |
| 7D | +5.9% | -0.9% | +6.8% | +6.1% |
| 30D | +14.6% | -8.1% | +22.7% | +17.2% |
| 3M | +44.0% | -19.0% | +63.0% | +52.1% |
| 6M | +116.7% | -5.2% | +121.9% | +114.6% |
| All | +116.7% | +0.1% | +116.7% | +114.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling