+51.8%
FTNT vs OKTA
+114.8%
-62.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.7% |
| 7D | -25.7% | -14.2% | -11.5% | -20.8% |
| 30D | -29.7% | -12.5% | -17.3% | -25.9% |
| 3M | -23.1% | +29.2% | -52.4% | -31.0% |
| 6M | +45.0% | +147.3% | -102.4% | -1.4% |
| YTD | +62.9% | +120.9% | -58.0% | +14.2% |
| 1Y | +51.8% | +119.7% | -67.8% | +7.2% |
| All | +51.8% | +114.8% | -62.9% | +7.2% |
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