+93.1%
FOXA vs OKTA
-34.5%
+127.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.7% | +3.9% | +1.4% |
| 7D | +0.8% | -2.4% | +3.2% | +1.0% |
| 30D | +5.0% | +13.0% | -8.0% | +3.6% |
| 3M | -3.0% | +41.7% | -44.7% | -6.5% |
| 6M | +14.8% | +105.9% | -91.2% | +5.9% |
| YTD | -8.9% | +92.6% | -101.5% | -15.6% |
| 1Y | +13.3% | +81.1% | -67.7% | +5.6% |
| 3Y | +115.4% | +84.8% | +30.6% | +96.3% |
| All | +93.1% | -34.5% | +127.6% | +86.4% |
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