+119.7%
OKTA vs FICO
-57.1%
+176.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.2% | +3.9% | +1.1% |
| 7D | -14.2% | +0.4% | -14.6% | -14.3% |
| 30D | -12.5% | +1.7% | -14.1% | -13.4% |
| 3M | +29.2% | -33.0% | +62.3% | +37.3% |
| 6M | +147.3% | -33.9% | +181.2% | +154.3% |
| YTD | +120.9% | -58.5% | +179.5% | +144.9% |
| 1Y | +119.7% | -56.4% | +176.0% | +144.7% |
| All | +119.7% | -57.1% | +176.8% | +144.7% |
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