+612.9%
OKTA vs FDS
+99.4%
+513.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.3% | +2.5% | +0.8% |
| 7D | +0.7% | -5.4% | +6.1% | +4.0% |
| 30D | +13.0% | +1.6% | +11.4% | +12.1% |
| 3M | +43.4% | +17.7% | +25.7% | +27.1% |
| 6M | +107.6% | +29.1% | +78.6% | +74.5% |
| YTD | +93.8% | +1.0% | +92.8% | +87.5% |
| 1Y | +80.8% | -21.6% | +102.5% | +101.6% |
| 3Y | +91.8% | -30.1% | +121.9% | +125.5% |
| 5Y | -36.4% | -20.7% | -15.6% | -30.5% |
| All | +612.9% | +99.4% | +513.4% | +340.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling