-80.9%
FIG vs OKTA
+72.6%
-153.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.1% | -6.3% | -4.9% |
| 7D | -14.5% | +5.9% | -20.3% | -17.2% |
| 30D | -13.3% | +14.6% | -27.9% | -20.6% |
| 3M | +7.4% | +44.0% | -36.6% | -13.8% |
| 6M | -27.8% | +116.7% | -144.5% | -56.0% |
| YTD | -41.1% | +99.8% | -140.9% | -62.5% |
| 1Y | -58.7% | +84.1% | -142.8% | -72.1% |
| All | -80.9% | +72.6% | -153.5% | -86.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling