+80.8%
OKTA vs FICO
-39.2%
+120.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | +0.7% | -15.4% | +16.1% | +4.1% |
| 30D | +13.0% | -10.4% | +23.4% | +15.5% |
| 3M | +43.4% | -22.7% | +66.1% | +48.9% |
| 6M | +107.6% | -36.8% | +144.4% | +120.1% |
| YTD | +93.8% | -44.8% | +138.6% | +108.6% |
| 1Y | +80.8% | -39.3% | +120.2% | +88.5% |
| All | +80.8% | -39.2% | +120.0% | +88.5% |
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