-22.6%
FPS vs OKTA
+129.0%
-151.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +0.7% | -18.0% | -17.4% |
| 7D | -23.3% | -14.2% | -9.1% | -21.5% |
| 30D | -42.4% | -12.5% | -29.9% | -41.2% |
| 3M | -43.0% | +29.2% | -72.3% | -44.7% |
| 6M | -44.5% | +147.3% | -191.8% | -52.3% |
| All | -22.6% | +129.0% | -151.6% | -32.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling