+115.0%
FCX vs OKTA
-35.6%
+150.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.9% | -5.6% | -6.4% |
| 7D | -1.9% | +0.4% | -2.3% | -1.9% |
| 30D | +3.4% | +13.8% | -10.4% | +0.5% |
| 3M | +15.0% | +48.9% | -33.9% | +6.4% |
| 6M | +14.6% | +114.9% | -100.3% | -2.2% |
| YTD | +41.2% | +97.9% | -56.7% | +21.5% |
| 1Y | +60.4% | +89.7% | -29.3% | +39.2% |
| 3Y | +88.4% | +95.8% | -7.4% | +58.9% |
| 5Y | +115.0% | -32.6% | +147.7% | +104.3% |
| All | +115.0% | -35.6% | +150.6% | +104.3% |
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