+74.1%
FDX vs OKTA
+171.9%
-97.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.5% |
| 7D | +5.2% | +8.4% | -3.2% | +4.7% |
| 30D | +11.3% | -13.7% | +25.0% | +12.0% |
| 3M | -4.1% | +18.0% | -22.1% | -5.6% |
| 6M | +9.6% | +133.8% | -124.2% | +1.3% |
| YTD | +40.9% | +111.5% | -70.6% | +30.8% |
| 1Y | +53.0% | +118.3% | -65.3% | +41.4% |
| 3Y | +74.1% | +168.0% | -93.9% | +55.8% |
| All | +74.1% | +171.9% | -97.8% | +55.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling