+608.2%
OKTA vs FIVE
+456.5%
+151.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.4% | -4.1% | -3.1% |
| 7D | -2.4% | -3.0% | +0.6% | -1.5% |
| 30D | +13.0% | +2.7% | +10.3% | +11.4% |
| 3M | +41.7% | +21.1% | +20.6% | +31.5% |
| 6M | +105.9% | +11.9% | +94.0% | +94.9% |
| YTD | +92.6% | +29.9% | +62.7% | +73.0% |
| 1Y | +81.1% | +67.8% | +13.3% | +48.5% |
| 3Y | +84.8% | +52.8% | +32.1% | +44.4% |
| 5Y | -34.4% | +31.3% | -65.8% | -46.8% |
| All | +608.2% | +456.5% | +151.7% | +263.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling