-80.3%
FIG vs OKTA
+67.5%
-147.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.8% | -3.9% | -4.7% |
| 7D | -16.4% | +0.7% | -17.1% | -16.7% |
| 30D | -2.3% | +13.0% | -15.3% | -9.7% |
| 3M | +7.8% | +43.4% | -35.6% | -13.3% |
| 6M | -21.8% | +107.6% | -129.5% | -51.2% |
| YTD | -39.1% | +93.8% | -132.9% | -60.5% |
| 1Y | -56.6% | +80.8% | -137.5% | -70.4% |
| All | -80.3% | +67.5% | -147.8% | -86.3% |
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 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