+677.8%
OKTA vs FFIV
+124.2%
+553.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.9% | +1.8% |
| 7D | +8.4% | -0.5% | +9.0% | +8.8% |
| 30D | -13.7% | -32.4% | +18.7% | +7.9% |
| 3M | +18.0% | -25.7% | +43.7% | +39.8% |
| 6M | +133.8% | -13.5% | +147.4% | +152.2% |
| YTD | +111.5% | +21.1% | +90.4% | +86.2% |
| 1Y | +118.3% | +29.4% | +88.9% | +84.4% |
| 3Y | +168.0% | +94.9% | +73.1% | +68.3% |
| 5Y | -30.1% | +34.7% | -64.8% | -45.7% |
| All | +677.8% | +124.2% | +553.7% | +376.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling