+442.5%
FAST vs OKTA
+610.3%
-167.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.3% |
| 7D | +2.1% | -19.0% | +21.1% | +4.2% |
| 30D | +6.9% | -22.6% | +29.5% | +9.4% |
| 3M | +4.8% | +17.5% | -12.7% | +1.9% |
| 6M | +19.8% | +117.8% | -98.1% | +7.1% |
| YTD | +34.9% | +95.1% | -60.2% | +21.4% |
| 1Y | +32.8% | +96.4% | -63.7% | +19.3% |
| 3Y | +93.7% | +149.0% | -55.2% | +64.5% |
| 5Y | +105.3% | -33.8% | +139.1% | +97.9% |
| All | +442.5% | +610.3% | -167.8% | +287.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling