-34.6%
OKTA vs FICO
+81.4%
-116.1%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | -19.0% | -0.9% | -18.1% | -18.9% |
| 30D | -22.6% | +3.3% | -26.0% | -24.9% |
| 3M | +17.5% | -31.7% | +49.3% | +29.5% |
| 6M | +117.8% | -34.0% | +151.8% | +136.0% |
| YTD | +95.1% | -58.3% | +153.4% | +156.8% |
| 1Y | +96.4% | -57.9% | +154.4% | +156.4% |
| 3Y | +149.0% | -24.1% | +173.0% | +99.6% |
| All | -34.6% | +81.4% | -116.1% | -71.7% |
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