+115.4%
AXP vs OKTA
+97.2%
+18.3%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -2.1% | +2.6% | -4.7% | -2.5% |
| 30D | -6.5% | +16.0% | -22.6% | -8.6% |
| 3M | +4.6% | +38.2% | -33.5% | -0.5% |
| 6M | +5.4% | +137.8% | -132.4% | -9.4% |
| YTD | -11.1% | +97.3% | -108.4% | -21.3% |
| 1Y | -0.3% | +90.1% | -90.4% | -11.3% |
| All | +115.4% | +97.2% | +18.3% | +88.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling