+11.4%
FPS vs OKTA
+100.9%
-89.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.8% | +4.8% | +3.3% |
| 7D | +10.4% | +0.7% | +9.7% | +10.3% |
| 30D | -16.5% | +13.0% | -29.5% | -18.2% |
| 3M | -45.5% | +43.4% | -89.0% | -49.5% |
| 6M | +2.1% | +107.6% | -105.5% | -10.7% |
| All | +11.4% | +100.9% | -89.5% | -2.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling