+167.8%
OKTA vs FGI
0.0%
+167.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.9% | +3.4% | +5.2% |
| 7D | -3.9% | -1.4% | -2.6% | -3.9% |
| 30D | -23.5% | -3.2% | -20.3% | -23.5% |
| 3M | +19.7% | +64.1% | -44.4% | +17.6% |
| 6M | +111.6% | +17.2% | +94.5% | +108.5% |
| YTD | +105.4% | +31.6% | +73.8% | +101.4% |
| 1Y | +108.4% | +45.1% | +63.3% | +104.0% |
| 3Y | +167.8% | -2.0% | +169.8% | +160.0% |
| All | +167.8% | 0.0% | +167.8% | +160.0% |
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