+81.1%
OKTA vs FIGR
-3.1%
+84.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.6% | +2.0% | -2.2% |
| 7D | -2.4% | -3.0% | +0.6% | -2.1% |
| 30D | +13.0% | +13.7% | -0.6% | +11.3% |
| 3M | +41.7% | +23.9% | +17.8% | +37.7% |
| 6M | +105.9% | -8.4% | +114.4% | +104.8% |
| YTD | +92.6% | -14.6% | +107.2% | +87.4% |
| 1Y | +81.1% | +12.1% | +69.0% | +70.9% |
| All | +81.1% | -3.1% | +84.2% | +70.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 3y: compounded portfolio wealth divided by compounded FIGR 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…
3y analysis · Full analysis span regression · 6 months rolling