+205.1%
FITB vs OKTA
+601.1%
-395.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.2% | +0.8% |
| 7D | -0.3% | -2.4% | +2.1% | 0.0% |
| 30D | -5.7% | +13.0% | -18.7% | -7.3% |
| 3M | +3.2% | +41.7% | -38.5% | -1.3% |
| 6M | +23.4% | +105.9% | -82.5% | +11.9% |
| YTD | +18.8% | +92.6% | -73.8% | +8.2% |
| 1Y | +25.0% | +81.1% | -56.1% | +14.6% |
| 3Y | +131.2% | +84.8% | +46.4% | +107.5% |
| 5Y | +70.7% | -34.4% | +105.1% | +60.4% |
| All | +205.1% | +601.1% | -395.9% | +127.5% |
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