+3,227.9%
FIX vs OKTA
+651.0%
+2,576.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.7% |
| 7D | -13.9% | -6.0% | -8.0% | -13.2% |
| 30D | -35.5% | -23.2% | -12.4% | -33.4% |
| 3M | -33.9% | +18.3% | -52.2% | -35.9% |
| 6M | -43.3% | +112.6% | -155.9% | -49.7% |
| YTD | +18.7% | +106.3% | -87.6% | +4.5% |
| 1Y | +13.8% | +108.0% | -94.3% | +0.1% |
| 3Y | +495.0% | +163.2% | +331.8% | +404.3% |
| 5Y | +1,049.0% | -30.9% | +1,079.9% | +979.6% |
| All | +3,227.9% | +651.0% | +2,576.9% | +2,184.2% |
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