+677.8%
OKTA vs FDS
+129.6%
+548.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | 0.0% |
| 7D | +8.4% | +1.5% | +6.9% | +7.5% |
| 30D | -13.7% | +14.8% | -28.5% | -21.4% |
| 3M | +18.0% | +16.3% | +1.7% | +6.2% |
| 6M | +133.8% | +66.2% | +67.6% | +66.4% |
| YTD | +111.5% | +16.2% | +95.2% | +85.0% |
| 1Y | +118.3% | +21.8% | +96.5% | +84.0% |
| 3Y | +168.0% | -23.9% | +191.9% | +196.3% |
| 5Y | -30.1% | -23.1% | -7.0% | -23.3% |
| All | +677.8% | +129.6% | +548.3% | +334.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling