+776.6%
FLEX vs OKTA
+620.5%
+156.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.2% | -3.9% |
| 7D | +0.1% | +0.4% | -0.3% | 0.0% |
| 30D | -11.8% | +13.8% | -25.6% | -15.0% |
| 3M | -22.6% | +48.9% | -71.5% | -30.0% |
| 6M | +77.3% | +114.9% | -37.6% | +43.8% |
| YTD | +78.8% | +97.9% | -19.1% | +46.7% |
| 1Y | +86.1% | +89.7% | -3.6% | +54.2% |
| 3Y | +446.2% | +95.8% | +350.4% | +333.5% |
| 5Y | +689.7% | -32.6% | +722.3% | +651.4% |
| All | +776.6% | +620.5% | +156.2% | +371.9% |
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 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