+317.3%
FERG vs OKTA
+601.1%
-283.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.7% | +3.4% | +0.9% |
| 7D | -2.6% | -2.4% | -0.2% | -2.4% |
| 30D | -8.9% | +13.0% | -21.9% | -10.1% |
| 3M | -2.0% | +41.7% | -43.7% | -5.2% |
| 6M | -3.2% | +105.9% | -109.1% | -10.0% |
| YTD | +1.5% | +92.6% | -91.1% | -5.3% |
| 1Y | +0.5% | +81.1% | -80.6% | -5.7% |
| 3Y | +50.4% | +84.8% | -34.4% | +39.0% |
| 5Y | +68.7% | -34.4% | +103.1% | +57.3% |
| All | +317.3% | +601.1% | -283.8% | +283.0% |
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