+203.9%
FITB vs OKTA
+605.7%
-401.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.5% |
| 7D | +2.8% | +0.7% | +2.1% | +2.7% |
| 30D | -4.5% | +13.0% | -17.5% | -6.2% |
| 3M | +5.7% | +43.4% | -37.8% | +0.9% |
| 6M | +17.1% | +107.6% | -90.5% | +6.1% |
| YTD | +18.3% | +93.8% | -75.5% | +7.8% |
| 1Y | +23.9% | +80.8% | -56.9% | +13.6% |
| 3Y | +131.1% | +91.8% | +39.3% | +106.7% |
| 5Y | +71.1% | -36.4% | +107.5% | +61.1% |
| All | +203.9% | +605.7% | -401.7% | +126.5% |
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 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