-10.9%
FISV vs OKTA
+601.1%
-612.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.7% | +8.1% | +5.8% |
| 7D | -2.7% | -2.4% | -0.3% | -2.4% |
| 30D | 0.0% | +13.0% | -13.0% | -2.6% |
| 3M | -2.8% | +41.7% | -44.5% | -9.1% |
| 6M | -11.8% | +105.9% | -117.8% | -23.4% |
| YTD | -23.2% | +92.6% | -115.8% | -32.7% |
| 1Y | -62.0% | +81.1% | -143.0% | -66.3% |
| 3Y | -57.6% | +84.8% | -142.4% | -63.8% |
| 5Y | -53.4% | -34.4% | -19.0% | -54.9% |
| All | -10.9% | +601.1% | -612.0% | -41.8% |
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