+612.9%
OKTA vs FICO
+631.0%
-18.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | +0.7% | -15.4% | +16.1% | +8.5% |
| 30D | +13.0% | -10.4% | +23.4% | +18.1% |
| 3M | +43.4% | -22.7% | +66.1% | +57.6% |
| 6M | +107.6% | -36.8% | +144.4% | +148.2% |
| YTD | +93.8% | -44.8% | +138.6% | +148.7% |
| 1Y | +80.8% | -39.3% | +120.2% | +113.8% |
| 3Y | +91.8% | +3.7% | +88.1% | +45.1% |
| 5Y | -36.4% | +101.7% | -138.1% | -70.1% |
| All | +612.9% | +631.0% | -18.2% | +29.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling