+69.8%
FITB vs OKTA
-35.6%
+105.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.4% | +0.6% |
| 7D | -1.0% | +0.4% | -1.4% | -1.0% |
| 30D | -5.5% | +13.8% | -19.3% | -7.5% |
| 3M | +4.1% | +48.9% | -44.8% | -1.8% |
| 6M | +18.7% | +114.9% | -96.2% | +4.8% |
| YTD | +18.2% | +97.9% | -79.7% | +5.2% |
| 1Y | +23.7% | +89.7% | -66.0% | +10.6% |
| 3Y | +130.8% | +95.8% | +34.9% | +100.1% |
| 5Y | +69.8% | -32.6% | +102.4% | +57.3% |
| All | +69.8% | -35.6% | +105.3% | +57.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling