+12.7%
FXI vs OKTA
+605.7%
-592.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.8% | -0.7% | -2.2% |
| 7D | -1.0% | +0.7% | -1.7% | -1.1% |
| 30D | -3.2% | +13.0% | -16.2% | -5.3% |
| 3M | +1.7% | +43.4% | -41.7% | -4.0% |
| 6M | -1.6% | +107.6% | -109.2% | -12.8% |
| YTD | -7.9% | +93.8% | -101.7% | -18.0% |
| 1Y | -9.6% | +80.8% | -90.5% | -18.8% |
| 3Y | +40.5% | +91.8% | -51.3% | +21.6% |
| 5Y | -6.2% | -36.4% | +30.2% | -9.1% |
| All | +12.7% | +605.7% | -592.9% | -25.0% |
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