+113.0%
OKTA vs FICO
-58.5%
+171.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.2% |
| 7D | -4.6% | +4.0% | -8.6% | -5.0% |
| 30D | -19.7% | -1.5% | -18.2% | -20.0% |
| 3M | +21.2% | -29.8% | +51.0% | +28.3% |
| 6M | +123.1% | -33.3% | +156.4% | +130.6% |
| YTD | +110.8% | -56.9% | +167.7% | +137.9% |
| 1Y | +113.0% | -59.5% | +172.4% | +142.9% |
| All | +113.0% | -58.5% | +171.4% | +142.9% |
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 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