+1,255.5%
AXON vs OKTA
+667.4%
+588.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.2% | +2.1% | +3.6% |
| 7D | -25.6% | -4.6% | -21.0% | -24.4% |
| 30D | -23.9% | -19.7% | -4.1% | -18.8% |
| 3M | -50.4% | +21.2% | -71.7% | -54.5% |
| 6M | -20.0% | +123.1% | -143.1% | -40.7% |
| YTD | -44.5% | +110.8% | -155.2% | -58.4% |
| 1Y | -44.9% | +113.0% | -157.8% | -58.9% |
| 3Y | +44.7% | +168.9% | -124.2% | -4.8% |
| 5Y | +86.7% | -28.7% | +115.4% | +76.2% |
| All | +1,255.5% | +667.4% | +588.1% | +634.6% |
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 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