+2,116.0%
AXON vs OKTA
+618.3%
+1,497.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.1% | -4.3% | -4.2% |
| 7D | -14.2% | +2.6% | -16.8% | -14.9% |
| 30D | -15.4% | +16.0% | -31.4% | -20.3% |
| 3M | +0.5% | +38.2% | -37.7% | -10.6% |
| 6M | -9.5% | +137.8% | -147.3% | -33.9% |
| YTD | -9.2% | +97.3% | -106.5% | -29.8% |
| 1Y | -29.4% | +90.1% | -119.5% | -44.8% |
| 3Y | +139.4% | +98.0% | +41.4% | +75.0% |
| 5Y | +178.9% | -36.9% | +215.8% | +176.9% |
| All | +2,116.0% | +618.3% | +1,497.7% | +1,140.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling