-53.7%
FIS vs OKTA
+117.7%
-171.4%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.2% | +4.0% | +4.1% |
| 7D | +2.8% | +8.4% | -5.6% | +2.3% |
| 30D | -16.7% | -13.7% | -3.0% | -16.2% |
| 3M | -32.3% | +18.0% | -50.3% | -34.5% |
| 6M | -29.1% | +133.8% | -162.9% | -40.2% |
| YTD | -54.1% | +111.5% | -165.6% | -60.7% |
| 1Y | -53.7% | +118.3% | -172.0% | -60.4% |
| All | -53.7% | +117.7% | -171.4% | -60.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling