+45.6%
XEL vs OKTA
+90.2%
-44.7%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.8% | 0.0% |
| 7D | -0.3% | -2.4% | +2.1% | -0.4% |
| 30D | -3.9% | +13.0% | -17.0% | -3.2% |
| 3M | -2.8% | +41.7% | -44.5% | -0.8% |
| 6M | -5.4% | +105.9% | -111.3% | -1.3% |
| YTD | +3.8% | +92.6% | -88.8% | +8.1% |
| 1Y | +6.8% | +81.1% | -74.2% | +11.1% |
| 3Y | +45.6% | +84.8% | -39.2% | +56.1% |
| All | +45.6% | +90.2% | -44.7% | +56.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OKTA.
Daily Out/Under-Performance
Portfolio return minus OKTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKTA 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 OKTA 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