+625.6%
OKTA vs FHN
+90.0%
+535.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +2.6% | +1.2% | +1.5% | +2.4% |
| 30D | +16.0% | -4.7% | +20.7% | +16.8% |
| 3M | +38.2% | +3.5% | +34.6% | +37.4% |
| 6M | +137.8% | +7.8% | +130.0% | +134.7% |
| YTD | +97.3% | +5.9% | +91.4% | +95.2% |
| 1Y | +90.1% | +12.5% | +77.6% | +86.3% |
| 3Y | +98.0% | +117.2% | -19.2% | +77.8% |
| 5Y | -36.9% | +86.5% | -123.5% | -43.0% |
| All | +625.6% | +90.0% | +535.6% | +525.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling