+2,000.7%
FTNT vs OKTA
+627.3%
+1,373.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.1% | -3.2% | -1.3% |
| 7D | +1.7% | +5.9% | -4.1% | -0.5% |
| 30D | -4.3% | +14.6% | -18.8% | -9.7% |
| 3M | +13.6% | +44.0% | -30.4% | -1.8% |
| 6M | +87.6% | +116.7% | -29.1% | +36.7% |
| YTD | +98.0% | +99.8% | -1.8% | +47.7% |
| 1Y | +96.9% | +84.1% | +12.9% | +51.0% |
| 3Y | +145.4% | +97.7% | +47.7% | +72.6% |
| 5Y | +153.0% | -35.2% | +188.1% | +151.0% |
| All | +2,000.7% | +627.3% | +1,373.4% | +840.6% |
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 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