+24.2%
FIX vs OKTA
+117.7%
-93.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.4% |
| 7D | +9.4% | +8.4% | +1.0% | +9.4% |
| 30D | -27.8% | -13.7% | -14.1% | -28.0% |
| 3M | -35.6% | +18.0% | -53.6% | -34.2% |
| 6M | -45.2% | +133.8% | -179.1% | -39.4% |
| YTD | +19.5% | +111.5% | -92.0% | +32.8% |
| 1Y | +24.2% | +118.3% | -94.1% | +37.9% |
| All | +24.2% | +117.7% | -93.4% | +37.9% |
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