-33.3%
OKTA vs AZO
+85.8%
-119.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.5% | -2.7% |
| 7D | -2.4% | -3.6% | +1.2% | -1.5% |
| 30D | +13.0% | -5.6% | +18.6% | +14.5% |
| 3M | +41.7% | -6.6% | +48.4% | +43.4% |
| 6M | +105.9% | -22.5% | +128.4% | +119.6% |
| YTD | +92.6% | -15.2% | +107.7% | +98.9% |
| 1Y | +81.1% | -33.9% | +115.0% | +103.2% |
| 3Y | +84.8% | +11.8% | +73.0% | +64.8% |
| All | -33.3% | +85.8% | -119.0% | -57.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling