+677.8%
OKTA vs AVAV
+321.2%
+356.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.9% | +0.8% |
| 7D | +8.4% | +4.2% | +4.2% | +7.3% |
| 30D | -13.7% | -2.6% | -11.2% | -13.4% |
| 3M | +18.0% | -38.0% | +56.0% | +30.5% |
| 6M | +133.8% | -27.0% | +160.9% | +144.7% |
| YTD | +111.5% | -51.4% | +162.9% | +134.9% |
| 1Y | +118.3% | -60.2% | +178.6% | +152.6% |
| 3Y | +168.0% | -6.7% | +174.7% | +131.9% |
| 5Y | -30.1% | +28.3% | -58.4% | -46.9% |
| All | +677.8% | +321.2% | +356.6% | +382.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 AVAV 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