+318.5%
FERG vs OKTA
+627.3%
-308.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.1% | -4.4% | -1.6% |
| 7D | +0.9% | +5.9% | -5.0% | +0.4% |
| 30D | -15.1% | +14.6% | -29.6% | -16.2% |
| 3M | -4.8% | +44.0% | -48.8% | -8.0% |
| 6M | -2.5% | +116.7% | -119.2% | -9.7% |
| YTD | +1.8% | +99.8% | -98.0% | -5.3% |
| 1Y | -0.3% | +84.1% | -84.4% | -6.6% |
| 3Y | +52.9% | +97.7% | -44.8% | +40.5% |
| 5Y | +69.3% | -35.2% | +104.5% | +57.5% |
| All | +318.5% | +627.3% | -308.8% | +283.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling