+176.9%
AXON vs OKTA
-36.4%
+213.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -1.5% |
| 7D | -2.5% | +0.7% | -3.2% | -2.6% |
| 30D | -11.5% | +13.0% | -24.5% | -15.6% |
| 3M | +7.3% | +43.4% | -36.1% | -4.7% |
| 6M | -11.9% | +107.6% | -119.6% | -31.2% |
| YTD | -11.0% | +93.8% | -104.8% | -29.4% |
| 1Y | -31.8% | +80.8% | -112.6% | -44.8% |
| 3Y | +135.4% | +91.8% | +43.6% | +79.0% |
| 5Y | +176.9% | -36.4% | +213.2% | +196.2% |
| All | +176.9% | -36.4% | +213.2% | +196.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling