+1.3%
AXP vs OKTA
+83.8%
-82.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.7% | +0.1% |
| 7D | +0.6% | +0.7% | -0.1% | +0.5% |
| 30D | -4.3% | +13.0% | -17.3% | -5.2% |
| 3M | +4.7% | +43.4% | -38.7% | +1.3% |
| 6M | +9.0% | +107.6% | -98.6% | +0.1% |
| YTD | -11.1% | +93.8% | -105.0% | -18.0% |
| 1Y | +1.3% | +80.8% | -79.5% | -4.9% |
| All | +1.3% | +83.8% | -82.5% | -4.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling