+625.6%
OKTA vs AVAV
+418.5%
+207.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.5% |
| 7D | +2.6% | -2.2% | +4.9% | +3.1% |
| 30D | +16.0% | -13.9% | +30.0% | +19.8% |
| 3M | +38.2% | -29.2% | +67.4% | +46.8% |
| 6M | +137.8% | -36.1% | +173.9% | +155.6% |
| YTD | +97.3% | -40.2% | +137.5% | +110.1% |
| 1Y | +90.1% | -36.2% | +126.3% | +96.4% |
| 3Y | +98.0% | +47.5% | +50.5% | +52.1% |
| 5Y | -36.9% | +39.3% | -76.2% | -52.9% |
| All | +625.6% | +418.5% | +207.2% | +331.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling