+374.8%
AXP vs OKTA
+605.7%
-230.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.7% | +0.2% |
| 7D | +0.6% | +0.7% | -0.1% | +0.5% |
| 30D | -4.3% | +13.0% | -17.3% | -6.4% |
| 3M | +4.7% | +43.4% | -38.7% | -1.1% |
| 6M | +9.0% | +107.6% | -98.6% | -3.4% |
| YTD | -11.1% | +93.8% | -105.0% | -20.7% |
| 1Y | +1.3% | +80.8% | -79.5% | -8.9% |
| 3Y | +114.5% | +91.8% | +22.7% | +87.4% |
| 5Y | +118.0% | -36.4% | +154.4% | +106.1% |
| All | +374.8% | +605.7% | -230.9% | +220.3% |
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