+81.1%
OKTA vs FE
+11.2%
+69.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.9% |
| 7D | -2.4% | -1.4% | -1.0% | -3.3% |
| 30D | +13.0% | -1.9% | +14.9% | +11.9% |
| 3M | +41.7% | -0.2% | +41.9% | +42.4% |
| 6M | +105.9% | -7.1% | +113.0% | +95.8% |
| YTD | +92.6% | +6.1% | +86.4% | +104.6% |
| 1Y | +81.1% | +10.1% | +71.0% | +98.8% |
| All | +81.1% | +11.2% | +69.9% | +98.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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