-32.6%
OKTA vs FE
+47.9%
-80.5%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -1.0% |
| 7D | +0.4% | -1.7% | +2.1% | +0.6% |
| 30D | +13.8% | -1.3% | +15.1% | +13.9% |
| 3M | +48.9% | +0.6% | +48.3% | +48.6% |
| 6M | +114.9% | -6.8% | +121.8% | +116.8% |
| YTD | +97.9% | +6.4% | +91.5% | +94.4% |
| 1Y | +89.7% | +11.3% | +78.4% | +84.0% |
| 3Y | +95.8% | +47.1% | +48.8% | +73.6% |
| 5Y | -32.6% | +50.4% | -83.0% | -43.0% |
| All | -32.6% | +47.9% | -80.5% | -43.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling