+676.4%
OKTA vs FICO
+461.9%
+214.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.7% | +0.9% |
| 7D | +6.6% | +1.4% | +5.2% | +6.0% |
| 30D | -19.4% | -0.8% | -18.6% | -20.3% |
| 3M | +23.9% | -31.3% | +55.2% | +39.0% |
| 6M | +130.9% | -33.9% | +164.8% | +155.3% |
| YTD | +111.1% | -57.6% | +168.7% | +190.1% |
| 1Y | +115.5% | -59.7% | +175.2% | +203.7% |
| 3Y | +169.4% | -28.0% | +197.4% | +135.4% |
| 5Y | -30.2% | +91.0% | -121.2% | -69.3% |
| All | +676.4% | +461.9% | +214.5% | +51.6% |
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