+612.9%
OKTA vs FCEL
-96.8%
+709.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +18.8% | -20.6% | -3.1% |
| 7D | +0.7% | +4.0% | -3.3% | +0.2% |
| 30D | +13.0% | -13.1% | +26.1% | +13.7% |
| 3M | +43.4% | +14.6% | +28.8% | +39.3% |
| 6M | +107.6% | +133.7% | -26.1% | +86.5% |
| YTD | +93.8% | +143.0% | -49.1% | +72.3% |
| 1Y | +80.8% | +320.9% | -240.0% | +51.6% |
| 3Y | +91.8% | -58.9% | +150.7% | +80.3% |
| 5Y | -36.4% | -89.7% | +53.3% | -35.2% |
| All | +612.9% | -96.8% | +709.7% | +743.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling