+672.7%
FSLR vs OKTA
+620.5%
+52.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.9% | +2.9% | +2.2% |
| 7D | -0.1% | +0.4% | -0.5% | -0.3% |
| 30D | -14.0% | +13.8% | -27.8% | -16.7% |
| 3M | -16.9% | +48.9% | -65.8% | -23.8% |
| 6M | +4.7% | +114.9% | -110.2% | -12.3% |
| YTD | -20.7% | +97.9% | -118.6% | -33.1% |
| 1Y | +1.7% | +89.7% | -88.0% | -13.5% |
| 3Y | +13.1% | +95.8% | -82.7% | -7.8% |
| 5Y | +108.4% | -32.6% | +141.0% | +100.7% |
| All | +672.7% | +620.5% | +52.3% | +411.4% |
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 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