+62.9%
FDX vs OKTA
-34.4%
+97.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.1% | -4.6% | -1.9% |
| 7D | -2.3% | +5.9% | -8.2% | -3.0% |
| 30D | -4.9% | +14.6% | -19.5% | -6.8% |
| 3M | -6.5% | +44.0% | -50.5% | -11.2% |
| 6M | +6.7% | +116.7% | -110.1% | -5.1% |
| YTD | +33.9% | +99.8% | -65.9% | +19.9% |
| 1Y | +72.2% | +84.1% | -11.9% | +55.9% |
| 3Y | +60.2% | +97.7% | -37.5% | +39.7% |
| 5Y | +62.9% | -35.2% | +98.1% | +50.7% |
| All | +62.9% | -34.4% | +97.4% | +50.7% |
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