+617.5%
OKTA vs FICO
+451.9%
+165.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | -19.0% | -0.9% | -18.1% | -18.8% |
| 30D | -22.6% | +3.3% | -26.0% | -25.6% |
| 3M | +17.5% | -31.7% | +49.3% | +32.1% |
| 6M | +117.8% | -34.0% | +151.8% | +140.5% |
| YTD | +95.1% | -58.3% | +153.4% | +170.3% |
| 1Y | +96.4% | -57.9% | +154.4% | +169.4% |
| 3Y | +149.0% | -24.1% | +173.0% | +109.0% |
| 5Y | -33.8% | +85.3% | -119.1% | -70.4% |
| All | +617.5% | +451.9% | +165.7% | +41.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling