+627.8%
OKTA vs FFIV
+189.0%
+438.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | 0.0% |
| 7D | +0.4% | +1.6% | -1.2% | -0.6% |
| 30D | +13.8% | -3.7% | +17.6% | +16.9% |
| 3M | +48.9% | +2.0% | +46.9% | +47.4% |
| 6M | +114.9% | +39.3% | +75.7% | +76.9% |
| YTD | +97.9% | +56.1% | +41.8% | +51.7% |
| 1Y | +89.7% | +22.0% | +67.7% | +66.5% |
| 3Y | +95.8% | +148.2% | -52.4% | +7.9% |
| 5Y | -32.6% | +96.3% | -129.0% | -57.1% |
| All | +627.8% | +189.0% | +438.9% | +288.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling