-4.3%
FLUT vs OKTA
+618.3%
-622.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.2% |
| 7D | -1.6% | +2.6% | -4.3% | -2.0% |
| 30D | +7.7% | +16.0% | -8.3% | +4.7% |
| 3M | -0.7% | +38.2% | -38.9% | -6.3% |
| 6M | -11.2% | +137.8% | -149.0% | -23.3% |
| YTD | -53.4% | +97.3% | -150.7% | -58.8% |
| 1Y | -65.8% | +90.1% | -155.9% | -69.5% |
| 3Y | -44.9% | +98.0% | -142.9% | -52.2% |
| 5Y | -49.7% | -36.9% | -12.8% | -54.6% |
| All | -4.3% | +618.3% | -622.6% | -12.0% |
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