+612.9%
OKTA vs XYL
+140.1%
+472.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.0% | -4.7% | -3.2% |
| 7D | +0.7% | +1.8% | -1.1% | -0.2% |
| 30D | +13.0% | -9.2% | +22.2% | +18.2% |
| 3M | +43.4% | -0.3% | +43.7% | +42.9% |
| 6M | +107.6% | -11.0% | +118.6% | +116.9% |
| YTD | +93.8% | -19.2% | +113.0% | +111.4% |
| 1Y | +80.8% | -21.2% | +102.0% | +99.6% |
| 3Y | +91.8% | +18.6% | +73.2% | +70.1% |
| 5Y | -36.4% | -14.3% | -22.1% | -37.1% |
| All | +612.9% | +140.1% | +472.7% | +345.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling