+94.6%
OKTA vs FGI
-5.3%
+99.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.5% | -7.4% | 0.0% |
| 7D | +2.6% | +0.5% | +2.1% | +2.6% |
| 30D | +16.0% | +65.4% | -49.4% | +14.0% |
| 3M | +38.2% | +23.5% | +14.7% | +36.2% |
| 6M | +137.8% | +60.5% | +77.3% | +132.6% |
| YTD | +97.3% | +30.0% | +67.3% | +93.5% |
| 1Y | +90.1% | +82.1% | +8.0% | +85.1% |
| All | +94.6% | -5.3% | +99.9% | +89.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling