+373.6%
AXP vs OKTA
+647.7%
-274.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.3% | -4.2% | +0.4% |
| 7D | -1.1% | -3.9% | +2.8% | -0.7% |
| 30D | +5.2% | -23.5% | +28.7% | +8.4% |
| 3M | -4.6% | +19.7% | -24.3% | -8.0% |
| 6M | +3.2% | +111.6% | -108.4% | -9.0% |
| YTD | -11.3% | +105.4% | -116.7% | -22.1% |
| 1Y | -11.0% | +108.4% | -119.4% | -22.0% |
| 3Y | +120.2% | +167.8% | -47.7% | +83.1% |
| 5Y | +91.7% | -33.8% | +125.5% | +79.1% |
| All | +373.6% | +647.7% | -274.0% | +214.9% |
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 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