+90.1%
OKTA vs FHN
+13.2%
+76.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +2.6% | +1.2% | +1.5% | +2.3% |
| 30D | +16.0% | -4.7% | +20.7% | +17.7% |
| 3M | +38.2% | +3.5% | +34.6% | +36.7% |
| 6M | +137.8% | +7.8% | +130.0% | +130.5% |
| YTD | +97.3% | +5.9% | +91.4% | +92.7% |
| 1Y | +90.1% | +12.5% | +77.6% | +80.8% |
| All | +90.1% | +13.2% | +76.9% | +80.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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