+105.4%
FSLR vs OKTA
-34.4%
+139.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +3.1% | -7.8% | -5.2% |
| 7D | +0.2% | +5.9% | -5.6% | -0.7% |
| 30D | -15.1% | +14.6% | -29.7% | -17.5% |
| 3M | -22.5% | +44.0% | -66.5% | -27.7% |
| 6M | +4.0% | +116.7% | -112.8% | -10.9% |
| YTD | -22.3% | +99.8% | -122.0% | -32.9% |
| 1Y | 0.0% | +84.1% | -84.0% | -12.2% |
| 3Y | +10.9% | +97.7% | -86.8% | -7.1% |
| 5Y | +105.4% | -35.2% | +140.6% | +92.9% |
| All | +105.4% | -34.4% | +139.8% | +92.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling