+84.1%
OKTA vs FIVE
+64.7%
+19.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.7% | +5.8% | +3.5% |
| 7D | +5.9% | +1.7% | +4.2% | +5.5% |
| 30D | +14.6% | +5.0% | +9.6% | +12.4% |
| 3M | +44.0% | +29.5% | +14.5% | +33.3% |
| 6M | +116.7% | +12.4% | +104.3% | +107.8% |
| YTD | +99.8% | +31.2% | +68.6% | +82.6% |
| 1Y | +84.1% | +72.9% | +11.2% | +54.6% |
| All | +84.1% | +64.7% | +19.3% | +54.6% |
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