+4,760.2%
FIX vs OKTA
+627.3%
+4,132.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.1% | -5.1% | -2.4% |
| 7D | +3.5% | +5.9% | -2.4% | +2.8% |
| 30D | -3.5% | +14.6% | -18.1% | -5.7% |
| 3M | -11.8% | +44.0% | -55.8% | -16.5% |
| 6M | +17.8% | +116.7% | -98.9% | +3.8% |
| YTD | +73.3% | +99.8% | -26.5% | +53.7% |
| 1Y | +128.1% | +84.1% | +44.0% | +104.7% |
| 3Y | +772.7% | +97.7% | +675.0% | +665.8% |
| 5Y | +2,166.4% | -35.2% | +2,201.6% | +2,048.3% |
| All | +4,760.2% | +627.3% | +4,132.9% | +3,258.3% |
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 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