-15.5%
FISV vs OKTA
+620.5%
-636.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.7% |
| 7D | -7.2% | +0.4% | -7.6% | -7.3% |
| 30D | -7.2% | +13.8% | -21.0% | -9.7% |
| 3M | -8.2% | +48.9% | -57.1% | -14.8% |
| 6M | -17.7% | +114.9% | -132.6% | -29.0% |
| YTD | -27.2% | +97.9% | -125.0% | -36.4% |
| 1Y | -63.0% | +89.7% | -152.7% | -67.4% |
| 3Y | -59.8% | +95.8% | -155.6% | -66.0% |
| 5Y | -55.8% | -32.6% | -23.2% | -57.4% |
| All | -15.5% | +620.5% | -636.0% | -45.0% |
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