+52.6%
XOM vs OKTA
+114.8%
-62.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.7% | -5.3% | -4.6% |
| 7D | -7.0% | -14.2% | +7.2% | -7.5% |
| 30D | +3.2% | -12.5% | +15.7% | +2.8% |
| 3M | +10.7% | +29.2% | -18.6% | +12.2% |
| 6M | +11.6% | +147.3% | -135.7% | +15.3% |
| YTD | +43.5% | +120.9% | -77.5% | +46.0% |
| 1Y | +52.6% | +119.7% | -67.1% | +54.6% |
| All | +52.6% | +114.8% | -62.2% | +54.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling