-35.2%
OKTA vs FFIV
+100.0%
-135.2%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.9% | -0.8% | +0.2% |
| 7D | +5.9% | +3.5% | +2.4% | +3.2% |
| 30D | +14.6% | -1.3% | +15.9% | +16.1% |
| 3M | +44.0% | +2.4% | +41.6% | +41.6% |
| 6M | +116.7% | +41.8% | +74.9% | +68.3% |
| YTD | +99.8% | +58.5% | +41.3% | +42.4% |
| 1Y | +84.1% | +24.3% | +59.7% | +54.4% |
| 3Y | +97.7% | +152.0% | -54.3% | -13.5% |
| 5Y | -35.2% | +99.1% | -134.3% | -62.7% |
| All | -35.2% | +100.0% | -135.2% | -62.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling