+62.8%
FDX vs OKTA
+91.3%
-28.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.8% | -0.8% | -2.5% |
| 7D | -3.3% | +0.7% | -4.0% | -3.4% |
| 30D | -1.4% | +13.0% | -14.4% | -2.4% |
| 3M | -4.5% | +43.4% | -47.9% | -7.6% |
| 6M | +9.4% | +107.6% | -98.2% | +1.6% |
| YTD | +36.0% | +93.8% | -57.8% | +27.0% |
| 1Y | +75.5% | +80.8% | -5.3% | +65.1% |
| 3Y | +62.8% | +91.8% | -29.0% | +48.3% |
| All | +62.8% | +91.3% | -28.5% | +48.3% |
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 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