+117.0%
AXP vs OKTA
+141.0%
-24.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -1.1% |
| 7D | +0.6% | -19.0% | +19.6% | +2.6% |
| 30D | +5.8% | -22.6% | +28.4% | +8.3% |
| 3M | -6.0% | +17.5% | -23.6% | -9.0% |
| 6M | +0.3% | +117.8% | -117.5% | -12.5% |
| YTD | -12.3% | +95.1% | -107.3% | -22.7% |
| 1Y | -11.2% | +96.4% | -107.7% | -21.9% |
| 3Y | +117.0% | +149.0% | -31.9% | +84.9% |
| All | +117.0% | +141.0% | -24.0% | +84.9% |
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 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