+90.0%
OKTA vs XYL
+15.2%
+74.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.5% |
| 7D | +0.4% | -1.2% | +1.6% | +0.9% |
| 30D | +13.8% | -13.2% | +27.0% | +21.0% |
| 3M | +48.9% | -0.2% | +49.1% | +47.8% |
| 6M | +114.9% | -12.5% | +127.4% | +125.0% |
| YTD | +97.9% | -20.9% | +118.8% | +117.1% |
| 1Y | +89.7% | -21.6% | +111.2% | +108.8% |
| All | +90.0% | +15.2% | +74.7% | +36.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling