+91.8%
OKTA vs FFIV
+151.3%
-59.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.9% | -0.8% | +0.8% |
| 7D | +5.9% | +3.5% | +2.4% | +3.8% |
| 30D | +14.6% | -1.3% | +15.9% | +15.8% |
| 3M | +44.0% | +2.4% | +41.6% | +42.4% |
| 6M | +116.7% | +41.8% | +74.9% | +81.3% |
| YTD | +99.8% | +58.5% | +41.3% | +58.3% |
| 1Y | +84.1% | +24.3% | +59.7% | +62.4% |
| All | +91.8% | +151.3% | -59.5% | +13.6% |
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