-42.6%
FIS vs OKTA
+620.5%
-663.1%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.1% | +1.3% |
| 7D | -8.9% | +0.4% | -9.3% | -9.0% |
| 30D | -9.9% | +13.8% | -23.7% | -12.5% |
| 3M | 0.0% | +48.9% | -48.9% | -7.6% |
| 6M | -22.9% | +114.9% | -137.8% | -34.0% |
| YTD | -40.9% | +97.9% | -138.8% | -48.8% |
| 1Y | -40.4% | +89.7% | -130.1% | -48.1% |
| 3Y | -25.4% | +95.8% | -121.2% | -37.8% |
| 5Y | -64.8% | -32.6% | -32.2% | -66.6% |
| All | -42.6% | +620.5% | -663.1% | -62.6% |
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