+84.1%
OKTA vs FGI
+93.3%
-9.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.4% | +0.7% | +3.0% |
| 7D | +5.9% | +14.7% | -8.8% | +5.6% |
| 30D | +14.6% | +67.0% | -52.4% | +12.8% |
| 3M | +44.0% | +31.0% | +13.0% | +42.1% |
| 6M | +116.7% | +126.8% | -10.1% | +113.1% |
| YTD | +99.8% | +35.6% | +64.2% | +97.0% |
| 1Y | +84.1% | +108.9% | -24.9% | +83.6% |
| All | +84.1% | +93.3% | -9.2% | +83.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling