+627.8%
OKTA vs FCUV
-98.6%
+726.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -0.9% |
| 7D | +0.4% | -72.0% | +72.4% | +1.1% |
| 30D | +13.8% | -8.0% | +21.8% | +13.4% |
| 3M | +48.9% | +66.3% | -17.4% | +43.1% |
| 6M | +114.9% | -75.3% | +190.2% | +109.3% |
| YTD | +97.9% | -83.0% | +180.8% | +93.1% |
| 1Y | +89.7% | -94.7% | +184.3% | +86.6% |
| 3Y | +95.8% | -99.3% | +195.1% | +92.3% |
| 5Y | -32.6% | -99.9% | +67.2% | -33.4% |
| All | +627.8% | -98.6% | +726.4% | +590.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling