-23.6%
FPS vs OKTA
+118.8%
-142.4%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | +0.2% | -10.0% | -9.9% |
| 7D | +21.6% | +6.6% | +15.0% | +20.1% |
| 30D | -38.8% | -19.4% | -19.3% | -36.4% |
| 3M | -42.1% | +23.9% | -66.0% | -43.1% |
| 6M | -48.5% | +130.9% | -179.4% | -55.1% |
| All | -23.6% | +118.8% | -142.4% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling