+46.0%
XOM vs OKTA
+90.9%
-44.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.7% |
| 7D | +1.8% | +2.6% | -0.9% | +1.9% |
| 30D | +5.9% | +16.0% | -10.2% | +6.8% |
| 3M | +5.6% | +38.2% | -32.6% | +7.3% |
| 6M | +7.9% | +137.8% | -129.9% | +11.6% |
| YTD | +35.2% | +97.3% | -62.1% | +37.9% |
| 1Y | +46.0% | +90.1% | -44.1% | +48.7% |
| All | +46.0% | +90.9% | -44.9% | +48.7% |
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 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