+625.6%
OKTA vs FICO
+630.2%
-4.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -16.7% | +16.8% | +8.7% |
| 7D | +2.6% | -19.2% | +21.8% | +13.2% |
| 30D | +16.0% | -14.6% | +30.6% | +24.3% |
| 3M | +38.2% | -20.1% | +58.3% | +48.8% |
| 6M | +137.8% | -36.3% | +174.1% | +183.3% |
| YTD | +97.3% | -44.9% | +142.2% | +153.3% |
| 1Y | +90.1% | -38.6% | +128.7% | +123.2% |
| 3Y | +98.0% | +4.0% | +94.0% | +49.5% |
| 5Y | -36.9% | +99.5% | -136.4% | -70.1% |
| All | +625.6% | +630.2% | -4.6% | +32.4% |
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