+168.0%
OKTA vs FFIV
+95.4%
+72.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.9% | +1.7% |
| 7D | +8.4% | -0.5% | +9.0% | +8.8% |
| 30D | -13.7% | -32.4% | +18.7% | +5.6% |
| 3M | +18.0% | -25.7% | +43.7% | +37.2% |
| 6M | +133.8% | -13.5% | +147.4% | +150.4% |
| YTD | +111.5% | +21.1% | +90.4% | +92.1% |
| 1Y | +118.3% | +29.4% | +88.9% | +92.2% |
| 3Y | +168.0% | +94.9% | +73.1% | +85.9% |
| All | +168.0% | +95.4% | +72.6% | +85.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling