+634.8%
OKTA vs XPO
+1,031.1%
-396.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.1% | +6.1% | +4.0% |
| 7D | +5.9% | -0.9% | +6.8% | +6.1% |
| 30D | +14.6% | -8.1% | +22.7% | +17.3% |
| 3M | +44.0% | -19.0% | +63.0% | +52.7% |
| 6M | +116.7% | -5.2% | +121.9% | +118.3% |
| YTD | +99.8% | +35.6% | +64.2% | +78.7% |
| 1Y | +84.1% | +41.1% | +43.0% | +61.7% |
| 3Y | +97.7% | +157.9% | -60.2% | +37.9% |
| 5Y | -35.2% | +265.6% | -300.8% | -61.8% |
| All | +634.8% | +1,031.1% | -396.3% | +268.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling