+90.1%
OKTA vs XYL
-23.4%
+113.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +0.4% |
| 7D | +2.6% | -5.0% | +7.7% | +3.5% |
| 30D | +16.0% | -13.2% | +29.2% | +18.5% |
| 3M | +38.2% | -3.7% | +41.9% | +38.8% |
| 6M | +137.8% | -17.7% | +155.5% | +141.7% |
| YTD | +97.3% | -21.5% | +118.8% | +101.7% |
| 1Y | +90.1% | -24.5% | +114.6% | +97.2% |
| All | +90.1% | -23.4% | +113.5% | +97.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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