-3.7%
OKTA vs FGI
-66.2%
+62.5%
-77.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +9.4% | -10.4% | -1.2% |
| 7D | +0.4% | +22.8% | -22.4% | -0.3% |
| 30D | +13.8% | +85.9% | -72.1% | +9.7% |
| 3M | +48.9% | +32.4% | +16.5% | +44.8% |
| 6M | +114.9% | +106.3% | +8.6% | +103.0% |
| YTD | +97.9% | +48.4% | +49.5% | +88.7% |
| 1Y | +89.7% | +116.4% | -26.7% | +73.2% |
| 3Y | +95.8% | +9.2% | +86.7% | +79.3% |
| All | -3.7% | -66.2% | +62.5% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 10y: compounded portfolio wealth divided by compounded FGI 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…
10y analysis · Full analysis span regression · 6 months rolling