+119.7%
OKTA vs FCEL
+32.6%
+87.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.0% | +6.7% | +1.1% |
| 7D | -14.2% | -14.9% | +0.7% | -13.4% |
| 30D | -12.5% | -41.7% | +29.2% | -10.2% |
| 3M | +29.2% | -53.2% | +82.4% | +33.6% |
| 6M | +147.3% | -19.0% | +166.4% | +144.0% |
| YTD | +120.9% | +44.2% | +76.8% | +106.3% |
| 1Y | +119.7% | +42.4% | +77.2% | +103.9% |
| All | +119.7% | +32.6% | +87.1% | +103.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL 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 FCEL 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