-37.6%
FIS vs OKTA
+618.3%
-655.9%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | +1.1% | +2.6% | -1.5% | +0.6% |
| 30D | -2.2% | +16.0% | -18.2% | -5.3% |
| 3M | +2.1% | +38.2% | -36.0% | -4.3% |
| 6M | -14.7% | +137.8% | -152.5% | -28.2% |
| YTD | -35.7% | +97.3% | -133.0% | -44.3% |
| 1Y | -37.1% | +90.1% | -127.2% | -45.2% |
| 3Y | -20.0% | +98.0% | -118.0% | -33.4% |
| 5Y | -62.1% | -36.9% | -25.2% | -63.6% |
| All | -37.6% | +618.3% | -655.9% | -59.3% |
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