+364.5%
AXP vs OKTA
+668.6%
-304.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.7% | -1.6% |
| 7D | -2.1% | +6.6% | -8.8% | -2.9% |
| 30D | +2.7% | -19.4% | +22.1% | +5.0% |
| 3M | -7.3% | +23.9% | -31.2% | -11.0% |
| 6M | +1.8% | +130.9% | -129.1% | -11.3% |
| YTD | -13.1% | +111.1% | -124.2% | -23.9% |
| 1Y | -13.7% | +115.5% | -129.3% | -24.7% |
| 3Y | +113.1% | +169.4% | -56.2% | +77.1% |
| 5Y | +85.9% | -30.2% | +116.1% | +72.6% |
| All | +364.5% | +668.6% | -304.1% | +207.7% |
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