+655.3%
OKTA vs FICO
+466.9%
+188.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.7% | +2.5% | +4.0% |
| 7D | -3.9% | -0.1% | -3.9% | -4.0% |
| 30D | -23.5% | +8.4% | -31.9% | -27.9% |
| 3M | +19.7% | -30.5% | +50.2% | +33.5% |
| 6M | +111.6% | -35.7% | +147.4% | +137.8% |
| YTD | +105.4% | -57.2% | +162.5% | +181.1% |
| 1Y | +108.4% | -58.4% | +166.8% | +188.9% |
| 3Y | +167.8% | -24.8% | +192.6% | +127.8% |
| 5Y | -33.8% | +79.3% | -113.1% | -69.6% |
| All | +655.3% | +466.9% | +188.4% | +46.9% |
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