+119.7%
OKTA vs AZO
-7.5%
+127.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.9% | -3.2% | +1.3% |
| 7D | -14.2% | +5.3% | -19.5% | -13.5% |
| 30D | -12.5% | +18.4% | -30.9% | -11.3% |
| 3M | +29.2% | +9.8% | +19.4% | +30.5% |
| 6M | +147.3% | -4.5% | +151.8% | +152.0% |
| YTD | +120.9% | -1.9% | +122.9% | +128.1% |
| 1Y | +119.7% | -9.5% | +129.2% | +123.8% |
| All | +119.7% | -7.5% | +127.1% | +123.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 1y: compounded portfolio wealth divided by compounded AZO 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…
1y analysis · Full analysis span regression · 6 months rolling