+397.0%
FAST vs OKTA
+627.3%
-230.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.1% | -4.3% | -1.5% |
| 7D | +1.8% | +5.9% | -4.1% | +1.2% |
| 30D | -6.4% | +14.6% | -21.0% | -8.2% |
| 3M | +5.3% | +44.0% | -38.7% | +0.4% |
| 6M | +5.4% | +116.7% | -111.3% | -5.6% |
| YTD | +23.6% | +99.8% | -76.2% | +11.5% |
| 1Y | +4.1% | +84.1% | -80.0% | -5.2% |
| 3Y | +92.4% | +97.7% | -5.3% | +69.0% |
| 5Y | +106.1% | -35.2% | +141.3% | +100.3% |
| All | +397.0% | +627.3% | -230.3% | +256.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OKTA.
Daily Out/Under-Performance
Portfolio return minus OKTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKTA 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 OKTA 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