-2.3%
FERG vs OKTA
+90.9%
-93.1%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.1% | +2.2% | +2.3% |
| 7D | 0.0% | +2.6% | -2.7% | -0.1% |
| 30D | -10.2% | +16.0% | -26.2% | -10.5% |
| 3M | -0.6% | +38.2% | -38.7% | -1.4% |
| 6M | -6.5% | +137.8% | -144.3% | -9.4% |
| YTD | +4.2% | +97.3% | -93.1% | +3.5% |
| 1Y | -2.3% | +90.1% | -92.4% | -2.3% |
| All | -2.3% | +90.9% | -93.1% | -2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling