-55.5%
FIS vs OKTA
+670.0%
-725.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.2% | +4.0% | +4.1% |
| 7D | +2.8% | +8.4% | -5.6% | +1.5% |
| 30D | -16.7% | -13.7% | -3.0% | -15.4% |
| 3M | -32.3% | +18.0% | -50.3% | -35.3% |
| 6M | -29.1% | +133.8% | -162.9% | -40.5% |
| YTD | -54.1% | +111.5% | -165.6% | -61.1% |
| 1Y | -53.7% | +118.3% | -172.0% | -61.0% |
| 3Y | -38.8% | +168.0% | -206.9% | -52.2% |
| 5Y | -71.1% | -30.1% | -41.0% | -73.0% |
| All | -55.5% | +670.0% | -725.5% | -71.6% |
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 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