+162.8%
FTNT vs OKTA
-34.5%
+197.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.7% | +0.9% | -0.8% |
| 7D | -0.1% | -2.4% | +2.3% | +0.7% |
| 30D | -3.0% | +13.0% | -16.0% | -7.6% |
| 3M | +7.6% | +41.7% | -34.1% | -5.3% |
| 6M | +87.0% | +105.9% | -19.0% | +42.5% |
| YTD | +96.5% | +92.6% | +4.0% | +52.3% |
| 1Y | +92.9% | +81.1% | +11.9% | +52.3% |
| 3Y | +139.8% | +84.8% | +55.0% | +79.3% |
| All | +162.8% | -34.5% | +197.3% | +197.6% |
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