+167.8%
OKTA vs AVAV
+2.7%
+165.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +12.6% | -7.3% | +3.3% |
| 7D | -3.9% | +3.2% | -7.1% | -4.6% |
| 30D | -23.5% | -7.4% | -16.1% | -22.8% |
| 3M | +19.7% | -32.0% | +51.7% | +25.6% |
| 6M | +111.6% | -24.6% | +136.2% | +116.6% |
| YTD | +105.4% | -47.5% | +152.9% | +115.9% |
| 1Y | +108.4% | -61.5% | +169.9% | +126.9% |
| 3Y | +167.8% | +5.5% | +162.4% | +146.2% |
| All | +167.8% | +2.7% | +165.1% | +146.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling