-49.5%
FLUT vs OKTA
-34.5%
-15.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.7% | +4.6% | +2.4% |
| 7D | +0.4% | -2.4% | +2.9% | +0.9% |
| 30D | +2.5% | +13.0% | -10.5% | -1.2% |
| 3M | -9.2% | +41.7% | -50.9% | -17.1% |
| 6M | -8.2% | +105.9% | -114.2% | -24.2% |
| YTD | -53.2% | +92.6% | -145.8% | -61.0% |
| 1Y | -65.6% | +81.1% | -146.6% | -70.9% |
| 3Y | -43.6% | +84.8% | -128.4% | -54.2% |
| All | -49.5% | -34.5% | -15.0% | -52.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling