+675.2%
OKTA vs AVAV
+345.9%
+329.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +2.0% |
| 7D | -4.6% | +9.9% | -14.5% | -6.7% |
| 30D | -19.7% | -5.4% | -14.3% | -18.9% |
| 3M | +21.2% | -36.5% | +57.8% | +33.3% |
| 6M | +123.1% | -25.3% | +148.4% | +132.2% |
| YTD | +110.8% | -48.6% | +159.3% | +131.2% |
| 1Y | +113.0% | -62.1% | +175.0% | +149.1% |
| 3Y | +168.9% | +2.3% | +166.6% | +127.6% |
| 5Y | -28.7% | +35.4% | -64.1% | -46.5% |
| All | +675.2% | +345.9% | +329.3% | +375.0% |
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