+90.1%
OKTA vs FFIV
+25.9%
+64.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.4% |
| 7D | +2.6% | -1.0% | +3.6% | +3.4% |
| 30D | +16.0% | -5.1% | +21.1% | +20.1% |
| 3M | +38.2% | -4.5% | +42.6% | +42.4% |
| 6M | +137.8% | +36.5% | +101.3% | +103.4% |
| YTD | +97.3% | +53.0% | +44.3% | +62.9% |
| 1Y | +90.1% | +24.2% | +65.9% | +62.0% |
| All | +90.1% | +25.9% | +64.2% | +62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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