+461.4%
FAST vs OKTA
+651.0%
-189.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | 0.0% | +0.4% |
| 7D | +4.8% | -6.0% | +10.8% | +5.4% |
| 30D | +8.6% | -23.2% | +31.8% | +11.3% |
| 3M | +5.7% | +18.3% | -12.6% | +2.7% |
| 6M | +25.5% | +112.6% | -87.1% | +12.6% |
| YTD | +39.6% | +106.3% | -66.7% | +24.9% |
| 1Y | +35.5% | +108.0% | -72.5% | +21.0% |
| 3Y | +96.2% | +163.2% | -67.0% | +65.6% |
| 5Y | +110.2% | -30.9% | +141.1% | +101.8% |
| All | +461.4% | +651.0% | -189.5% | +298.7% |
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