-39.9%
AXON vs OKTA
+114.8%
-154.7%
-51.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.6% |
| 7D | +0.2% | -14.2% | +14.4% | +4.7% |
| 30D | +3.0% | -12.5% | +15.5% | +6.6% |
| 3M | -30.1% | +29.2% | -59.4% | -36.7% |
| 6M | +7.7% | +147.3% | -139.6% | -25.5% |
| YTD | -25.3% | +120.9% | -146.3% | -47.0% |
| 1Y | -39.9% | +119.7% | -159.6% | -57.2% |
| All | -39.9% | +114.8% | -154.7% | -57.2% |
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