+3,250.6%
FIX vs OKTA
+670.0%
+2,580.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.4% |
| 7D | +9.4% | +8.4% | +1.0% | +8.3% |
| 30D | -27.8% | -13.7% | -14.1% | -26.4% |
| 3M | -35.6% | +18.0% | -53.6% | -37.4% |
| 6M | -45.2% | +133.8% | -179.1% | -52.0% |
| YTD | +19.5% | +111.5% | -92.0% | +4.9% |
| 1Y | +24.2% | +118.3% | -94.1% | +8.6% |
| 3Y | +494.2% | +168.0% | +326.1% | +402.4% |
| 5Y | +1,036.1% | -30.1% | +1,066.2% | +965.5% |
| All | +3,250.6% | +670.0% | +2,580.6% | +2,192.5% |
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