+118.3%
OKTA vs FDS
+25.7%
+92.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | +8.4% | +1.5% | +6.9% | +7.8% |
| 30D | -13.7% | +14.8% | -28.5% | -19.7% |
| 3M | +18.0% | +16.3% | +1.7% | +8.9% |
| 6M | +133.8% | +66.2% | +67.6% | +80.1% |
| YTD | +111.5% | +16.2% | +95.2% | +79.7% |
| 1Y | +118.3% | +21.8% | +96.5% | +84.3% |
| All | +118.3% | +25.7% | +92.6% | +84.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling