+60.5%
XOM vs OKTA
+90.2%
-29.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.2% | +0.5% |
| 7D | +4.1% | -2.4% | +6.5% | +4.1% |
| 30D | +4.6% | +13.0% | -8.5% | +4.6% |
| 3M | +14.0% | +41.7% | -27.7% | +13.8% |
| 6M | +11.0% | +105.9% | -95.0% | +10.0% |
| YTD | +40.7% | +92.6% | -51.9% | +39.5% |
| 1Y | +52.3% | +81.1% | -28.7% | +51.2% |
| 3Y | +60.5% | +84.8% | -24.4% | +59.9% |
| All | +60.5% | +90.2% | -29.8% | +59.9% |
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