-66.1%
FIS vs OKTA
-34.4%
-31.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +3.1% | -6.5% | -3.9% |
| 7D | -9.1% | +5.9% | -15.0% | -9.9% |
| 30D | -10.4% | +14.6% | -25.0% | -12.8% |
| 3M | -3.7% | +44.0% | -47.7% | -9.9% |
| 6M | -24.8% | +116.7% | -141.5% | -34.9% |
| YTD | -41.6% | +99.8% | -141.3% | -48.9% |
| 1Y | -42.7% | +84.1% | -126.8% | -49.4% |
| 3Y | -26.2% | +97.7% | -123.9% | -37.8% |
| 5Y | -66.1% | -35.2% | -31.0% | -67.9% |
| All | -66.1% | -34.4% | -31.7% | -67.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling