+2,005.7%
AXON vs OKTA
+627.3%
+1,378.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.1% | -6.1% | -4.0% |
| 7D | -3.3% | +5.9% | -9.2% | -5.1% |
| 30D | -17.8% | +14.6% | -32.4% | -22.4% |
| 3M | +8.3% | +44.0% | -35.7% | -5.0% |
| 6M | -12.4% | +116.7% | -129.1% | -33.9% |
| YTD | -13.7% | +99.8% | -113.5% | -33.6% |
| 1Y | -33.1% | +84.1% | -117.1% | -47.2% |
| 3Y | +128.2% | +97.7% | +30.5% | +66.9% |
| 5Y | +170.5% | -35.2% | +205.7% | +166.0% |
| All | +2,005.7% | +627.3% | +1,378.4% | +1,073.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling