+1,255.5%
AXON vs OKTA
+670.0%
+585.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.2% | +2.5% | +2.7% |
| 7D | +0.8% | +8.4% | -7.6% | -1.9% |
| 30D | -22.8% | -13.7% | -9.1% | -19.4% |
| 3M | -48.8% | +18.0% | -66.8% | -52.6% |
| 6M | -16.3% | +133.8% | -150.1% | -38.9% |
| YTD | -44.5% | +111.5% | -155.9% | -58.5% |
| 1Y | -43.4% | +118.3% | -161.7% | -58.1% |
| 3Y | +44.3% | +168.0% | -123.8% | -5.0% |
| 5Y | +85.1% | -30.1% | +115.2% | +76.0% |
| All | +1,255.5% | +670.0% | +585.5% | +633.9% |
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