-35.9%
AXON vs OKTA
+82.1%
-118.0%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.3% | -2.0% |
| 7D | -11.0% | +0.4% | -11.4% | -11.2% |
| 30D | -24.7% | +13.8% | -38.6% | -28.4% |
| 3M | +7.0% | +48.9% | -41.9% | -7.8% |
| 6M | -9.6% | +114.9% | -124.6% | -34.6% |
| YTD | -15.7% | +97.9% | -113.6% | -37.6% |
| 1Y | -35.9% | +89.7% | -125.6% | -51.0% |
| All | -35.9% | +82.1% | -118.0% | -51.0% |
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