+368.8%
AXP vs OKTA
+610.3%
-241.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -1.0% |
| 7D | +0.6% | -19.0% | +19.6% | +3.1% |
| 30D | +5.8% | -22.6% | +28.4% | +8.8% |
| 3M | -6.0% | +17.5% | -23.6% | -9.2% |
| 6M | +0.3% | +117.8% | -117.5% | -12.0% |
| YTD | -12.3% | +95.1% | -107.3% | -22.4% |
| 1Y | -11.2% | +96.4% | -107.7% | -21.6% |
| 3Y | +117.0% | +149.0% | -31.9% | +82.2% |
| 5Y | +93.2% | -33.8% | +127.0% | +80.6% |
| All | +368.8% | +610.3% | -241.5% | +213.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling