+490.2%
FCX vs OKTA
+601.1%
-110.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.5% | +0.2% |
| 7D | -2.3% | -2.4% | +0.1% | -1.9% |
| 30D | +2.7% | +13.0% | -10.4% | -0.3% |
| 3M | +7.4% | +41.7% | -34.3% | -0.1% |
| 6M | +16.0% | +105.9% | -89.9% | -0.6% |
| YTD | +40.9% | +92.6% | -51.6% | +21.5% |
| 1Y | +56.4% | +81.1% | -24.6% | +36.4% |
| 3Y | +84.2% | +84.8% | -0.6% | +56.2% |
| 5Y | +114.6% | -34.4% | +149.1% | +103.8% |
| All | +490.2% | +601.1% | -110.8% | +270.0% |
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