-33.3%
OKTA vs XYL
-16.2%
-17.1%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.1% | -2.9% |
| 7D | -2.4% | +1.2% | -3.6% | -3.2% |
| 30D | +13.0% | -11.9% | +25.0% | +22.2% |
| 3M | +41.7% | -1.5% | +43.2% | +41.7% |
| 6M | +105.9% | -11.9% | +117.8% | +119.0% |
| YTD | +92.6% | -20.6% | +113.1% | +118.0% |
| 1Y | +81.1% | -23.5% | +104.6% | +110.3% |
| 3Y | +84.8% | +14.9% | +70.0% | +50.1% |
| All | -33.3% | -16.2% | -17.1% | -37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling