+90.1%
OKTA vs FANG
+43.7%
+46.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | -0.2% |
| 7D | +2.6% | +0.8% | +1.8% | +2.7% |
| 30D | +16.0% | +7.6% | +8.4% | +17.4% |
| 3M | +38.2% | -1.3% | +39.5% | +38.8% |
| 6M | +137.8% | +14.7% | +123.1% | +143.4% |
| YTD | +97.3% | +34.8% | +62.5% | +108.8% |
| 1Y | +90.1% | +42.9% | +47.2% | +104.0% |
| All | +90.1% | +43.7% | +46.4% | +104.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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