+634.8%
OKTA vs FICO
+670.1%
-35.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.3% | -2.3% | +0.3% |
| 7D | +5.9% | -10.6% | +16.5% | +10.8% |
| 30D | +14.6% | -6.3% | +20.9% | +17.1% |
| 3M | +44.0% | -19.7% | +63.7% | +55.2% |
| 6M | +116.7% | -31.8% | +148.5% | +148.8% |
| YTD | +99.8% | -41.8% | +141.6% | +149.5% |
| 1Y | +84.1% | -36.4% | +120.5% | +112.5% |
| 3Y | +97.7% | +9.3% | +88.4% | +45.6% |
| 5Y | -35.2% | +113.0% | -148.2% | -70.3% |
| All | +634.8% | +670.1% | -35.4% | +30.4% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling