+107.1%
OKTA vs FICO
-58.5%
+165.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.7% | +2.5% | +5.0% |
| 7D | -3.9% | -0.1% | -3.9% | -4.0% |
| 30D | -23.5% | +8.4% | -31.9% | -25.0% |
| 3M | +19.7% | -30.5% | +50.2% | +26.8% |
| 6M | +111.6% | -35.7% | +147.4% | +121.2% |
| YTD | +105.4% | -57.2% | +162.5% | +131.1% |
| All | +107.1% | -58.5% | +165.7% | +135.2% |
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