+90.1%
FOXA vs OKTA
+111.9%
-21.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.0% | +2.1% |
| 7D | -3.7% | +0.4% | -4.1% | -3.8% |
| 30D | +5.4% | +13.8% | -8.5% | +4.1% |
| 3M | -3.7% | +48.9% | -52.6% | -7.0% |
| 6M | +12.6% | +114.9% | -102.4% | +4.8% |
| YTD | -10.0% | +97.9% | -107.8% | -15.7% |
| 1Y | +15.0% | +89.7% | -74.6% | +8.0% |
| 3Y | +115.1% | +95.8% | +19.3% | +98.2% |
| 5Y | +93.0% | -32.6% | +125.7% | +82.8% |
| All | +90.1% | +111.9% | -21.8% | +46.9% |
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