+106.8%
FAST vs OKTA
-36.4%
+143.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.3% | -0.3% |
| 7D | +1.3% | +0.7% | +0.6% | +1.2% |
| 30D | -4.7% | +13.0% | -17.7% | -6.1% |
| 3M | +7.9% | +43.4% | -35.5% | +3.8% |
| 6M | +7.4% | +107.6% | -100.2% | -1.6% |
| YTD | +25.1% | +93.8% | -68.7% | +15.1% |
| 1Y | +4.7% | +80.8% | -76.1% | -3.0% |
| 3Y | +94.7% | +91.8% | +2.9% | +74.9% |
| 5Y | +106.8% | -36.4% | +143.1% | +101.4% |
| All | +106.8% | -36.4% | +143.1% | +101.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling