+86.1%
FLEX vs OKTA
+82.1%
+4.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.2% | -4.0% |
| 7D | +0.1% | +0.4% | -0.3% | +0.1% |
| 30D | -11.8% | +13.8% | -25.6% | -13.3% |
| 3M | -22.6% | +48.9% | -71.5% | -25.7% |
| 6M | +77.3% | +114.9% | -37.6% | +63.5% |
| YTD | +78.8% | +97.9% | -19.1% | +67.1% |
| 1Y | +86.1% | +89.7% | -3.6% | +77.7% |
| All | +86.1% | +82.1% | +4.0% | +77.7% |
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