-29.7%
OKTA vs FICO
+91.4%
-121.1%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | 0.0% |
| 7D | +8.4% | +2.2% | +6.2% | +7.6% |
| 30D | -13.7% | +0.1% | -13.8% | -14.7% |
| 3M | +18.0% | -35.2% | +53.2% | +33.1% |
| 6M | +133.8% | -32.4% | +166.2% | +151.2% |
| YTD | +111.5% | -57.4% | +168.9% | +176.3% |
| 1Y | +118.3% | -58.5% | +176.9% | +188.2% |
| 3Y | +168.0% | -28.9% | +196.9% | +126.1% |
| All | -29.7% | +91.4% | -121.1% | -70.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling