-33.3%
OKTA vs FCUV
-99.8%
+66.6%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.3% | -6.0% | -2.7% |
| 7D | -2.4% | -66.5% | +64.1% | -1.5% |
| 30D | +13.0% | +5.0% | +8.1% | +12.2% |
| 3M | +41.7% | +63.8% | -22.1% | +33.5% |
| 6M | +105.9% | -67.8% | +173.8% | +102.7% |
| YTD | +92.6% | -82.4% | +175.0% | +93.1% |
| 1Y | +81.1% | -94.7% | +175.8% | +88.7% |
| 3Y | +84.8% | -99.3% | +184.1% | +102.3% |
| All | -33.3% | -99.8% | +66.6% | -21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 FCUV 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