-6.5%
FXI vs OKTA
-34.5%
+28.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.7% | +3.1% | +0.7% |
| 7D | -3.9% | -2.4% | -1.5% | -3.6% |
| 30D | -2.1% | +13.0% | -15.1% | -4.0% |
| 3M | -0.5% | +41.7% | -42.2% | -5.3% |
| 6M | -4.5% | +105.9% | -110.5% | -14.6% |
| YTD | -9.2% | +92.6% | -101.8% | -18.3% |
| 1Y | -13.8% | +81.1% | -94.8% | -21.8% |
| 3Y | +36.6% | +84.8% | -48.3% | +20.2% |
| All | -6.5% | -34.5% | +28.0% | -7.1% |
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