+675.2%
OKTA vs FE
+118.2%
+557.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.2% |
| 7D | -4.6% | -0.4% | -4.2% | -4.5% |
| 30D | -19.7% | +3.6% | -23.3% | -20.4% |
| 3M | +21.2% | +0.3% | +20.9% | +20.9% |
| 6M | +123.1% | +6.4% | +116.7% | +119.2% |
| YTD | +110.8% | +8.1% | +102.6% | +105.4% |
| 1Y | +113.0% | +4.6% | +108.4% | +109.0% |
| 3Y | +168.9% | +49.1% | +119.8% | +138.1% |
| 5Y | -28.7% | +46.1% | -74.8% | -37.0% |
| All | +675.2% | +118.2% | +557.0% | +560.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling