+695.4%
FSLR vs OKTA
+605.7%
+89.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.8% | +6.1% | +4.6% |
| 7D | +6.8% | +0.7% | +6.1% | +6.6% |
| 30D | -14.7% | +13.0% | -27.7% | -17.3% |
| 3M | -22.6% | +43.4% | -66.0% | -28.5% |
| 6M | +12.7% | +107.6% | -94.9% | -5.0% |
| YTD | -18.4% | +93.8% | -112.2% | -30.9% |
| 1Y | +4.9% | +80.8% | -75.9% | -9.8% |
| 3Y | +16.4% | +91.8% | -75.4% | -4.6% |
| 5Y | +123.5% | -36.4% | +159.8% | +118.0% |
| All | +695.4% | +605.7% | +89.7% | +428.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling