+608.2%
OKTA vs FHN
+87.7%
+520.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.6% |
| 7D | -2.4% | -1.2% | -1.2% | -2.2% |
| 30D | +13.0% | -4.8% | +17.8% | +13.8% |
| 3M | +41.7% | -0.7% | +42.4% | +41.8% |
| 6M | +105.9% | +10.6% | +95.3% | +102.5% |
| YTD | +92.6% | +4.6% | +88.0% | +90.9% |
| 1Y | +81.1% | +11.4% | +69.7% | +77.7% |
| 3Y | +84.8% | +132.3% | -47.4% | +65.0% |
| 5Y | -34.4% | +90.2% | -124.6% | -40.9% |
| All | +608.2% | +87.7% | +520.5% | +511.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling