+90.1%
OKTA vs FICO
-39.1%
+129.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -16.7% | +16.8% | +3.8% |
| 7D | +2.6% | -19.2% | +21.8% | +7.2% |
| 30D | +16.0% | -14.6% | +30.6% | +19.8% |
| 3M | +38.2% | -20.1% | +58.3% | +42.1% |
| 6M | +137.8% | -36.3% | +174.1% | +151.8% |
| YTD | +97.3% | -44.9% | +142.2% | +112.6% |
| 1Y | +90.1% | -38.6% | +128.7% | +97.5% |
| All | +90.1% | -39.1% | +129.2% | +97.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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