+32.0%
XEL vs OKTA
-34.5%
+66.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.8% | +0.1% |
| 7D | -0.3% | -2.4% | +2.1% | -0.3% |
| 30D | -3.9% | +13.0% | -17.0% | -3.8% |
| 3M | -2.8% | +41.7% | -44.5% | -2.4% |
| 6M | -5.4% | +105.9% | -111.3% | -4.8% |
| YTD | +3.8% | +92.6% | -88.8% | +4.4% |
| 1Y | +6.8% | +81.1% | -74.2% | +7.5% |
| 3Y | +45.6% | +84.8% | -39.2% | +46.2% |
| All | +32.0% | -34.5% | +66.5% | +25.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling