+128.1%
FIX vs OKTA
+87.1%
+41.0%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.1% | -5.1% | -1.9% |
| 7D | +3.5% | +5.9% | -2.4% | +3.7% |
| 30D | -3.5% | +14.6% | -18.1% | -3.1% |
| 3M | -11.8% | +44.0% | -55.8% | -10.2% |
| 6M | +17.8% | +116.7% | -98.9% | +24.5% |
| YTD | +73.3% | +99.8% | -26.5% | +85.3% |
| 1Y | +128.1% | +84.1% | +44.0% | +149.5% |
| All | +128.1% | +87.1% | +41.0% | +149.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling