+788.8%
FLEX vs OKTA
+618.3%
+170.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | -0.9% | +2.6% | -3.5% | -1.5% |
| 30D | -10.1% | +16.0% | -26.2% | -13.9% |
| 3M | -31.3% | +38.2% | -69.5% | -36.9% |
| 6M | +71.3% | +137.8% | -66.5% | +35.3% |
| YTD | +81.2% | +97.3% | -16.0% | +48.9% |
| 1Y | +98.5% | +90.1% | +8.4% | +64.4% |
| 3Y | +428.2% | +98.0% | +330.2% | +318.3% |
| 5Y | +657.3% | -36.9% | +694.2% | +632.8% |
| All | +788.8% | +618.3% | +170.5% | +379.0% |
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