+104.5%
FTNT vs OKTA
+90.9%
+13.6%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.2% | -0.1% |
| 7D | -5.8% | +2.6% | -8.5% | -6.7% |
| 30D | -4.8% | +16.0% | -20.8% | -10.7% |
| 3M | +4.4% | +38.2% | -33.7% | -8.6% |
| 6M | +88.8% | +137.8% | -49.0% | +28.8% |
| YTD | +96.8% | +97.3% | -0.5% | +44.2% |
| 1Y | +104.5% | +90.1% | +14.4% | +53.8% |
| All | +104.5% | +90.9% | +13.6% | +53.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling