+4,745.8%
FIX vs OKTA
+618.3%
+4,127.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | +6.0% | +2.6% | +3.4% | +5.7% |
| 30D | -7.2% | +16.0% | -23.3% | -9.5% |
| 3M | -15.9% | +38.2% | -54.0% | -19.9% |
| 6M | +12.7% | +137.8% | -125.1% | -2.2% |
| YTD | +72.8% | +97.3% | -24.5% | +53.5% |
| 1Y | +122.9% | +90.1% | +32.8% | +99.0% |
| 3Y | +774.3% | +98.0% | +676.3% | +667.4% |
| 5Y | +2,049.5% | -36.9% | +2,086.4% | +1,944.0% |
| All | +4,745.8% | +618.3% | +4,127.5% | +3,254.3% |
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 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