+119.7%
OKTA vs FIVE
+63.3%
+56.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.7% | -6.0% | -0.1% |
| 7D | -14.2% | +7.5% | -21.7% | -14.9% |
| 30D | -12.5% | +16.7% | -29.2% | -14.1% |
| 3M | +29.2% | +13.4% | +15.9% | +24.7% |
| 6M | +147.3% | +9.0% | +138.3% | +142.2% |
| YTD | +120.9% | +33.8% | +87.2% | +103.2% |
| 1Y | +119.7% | +61.2% | +58.5% | +92.7% |
| All | +119.7% | +63.3% | +56.4% | +92.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling