+534.0%
FLEX vs OKTA
+668.6%
-134.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.2% | -1.1% |
| 7D | +17.1% | +6.6% | +10.4% | +15.5% |
| 30D | -29.5% | -19.4% | -10.1% | -25.9% |
| 3M | -37.3% | +23.9% | -61.2% | -40.8% |
| 6M | -44.1% | +130.9% | -175.0% | -55.1% |
| YTD | +29.3% | +111.1% | -81.8% | +4.4% |
| 1Y | +24.2% | +115.5% | -91.4% | -0.2% |
| 3Y | +297.3% | +169.4% | +128.0% | +193.1% |
| 5Y | +446.2% | -30.2% | +476.4% | +416.2% |
| All | +534.0% | +668.6% | -134.6% | +235.9% |
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 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