+67.7%
FERG vs OKTA
-34.5%
+102.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.7% | +3.4% | +1.0% |
| 7D | -2.6% | -2.4% | -0.2% | -2.3% |
| 30D | -8.9% | +13.0% | -21.9% | -10.6% |
| 3M | -2.0% | +41.7% | -43.7% | -6.7% |
| 6M | -3.2% | +105.9% | -109.1% | -13.2% |
| YTD | +1.5% | +92.6% | -91.1% | -8.5% |
| 1Y | +0.5% | +81.1% | -80.6% | -8.7% |
| 3Y | +50.4% | +84.8% | -34.4% | +33.0% |
| All | +67.7% | -34.5% | +102.2% | +58.5% |
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