+130.2%
FDX vs OKTA
+620.5%
-490.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.8% | +1.0% |
| 7D | -3.9% | +0.4% | -4.3% | -3.9% |
| 30D | -3.3% | +13.8% | -17.1% | -5.5% |
| 3M | -2.0% | +48.9% | -50.9% | -8.0% |
| 6M | +8.0% | +114.9% | -106.9% | -4.9% |
| YTD | +35.0% | +97.9% | -62.9% | +19.7% |
| 1Y | +73.7% | +89.7% | -16.0% | +54.7% |
| 3Y | +61.6% | +95.8% | -34.2% | +39.2% |
| 5Y | +65.4% | -32.6% | +98.0% | +57.8% |
| All | +130.2% | +620.5% | -490.3% | +59.5% |
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