+625.6%
OKTA vs FFIV
+183.2%
+442.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.4% |
| 7D | +2.6% | -1.0% | +3.6% | +3.3% |
| 30D | +16.0% | -5.1% | +21.1% | +20.1% |
| 3M | +38.2% | -4.5% | +42.6% | +42.3% |
| 6M | +137.8% | +36.5% | +101.3% | +98.1% |
| YTD | +97.3% | +53.0% | +44.3% | +53.2% |
| 1Y | +90.1% | +24.2% | +65.9% | +65.1% |
| 3Y | +98.0% | +137.2% | -39.2% | +12.3% |
| 5Y | -36.9% | +91.8% | -128.7% | -59.2% |
| All | +625.6% | +183.2% | +442.5% | +292.1% |
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