+676.4%
OKTA vs FIVE
+462.4%
+214.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.6% |
| 7D | +6.6% | +2.4% | +4.2% | +5.8% |
| 30D | -19.4% | +15.8% | -35.3% | -23.2% |
| 3M | +23.9% | +3.8% | +20.1% | +21.5% |
| 6M | +130.9% | +18.5% | +112.4% | +114.9% |
| YTD | +111.1% | +31.2% | +79.9% | +88.7% |
| 1Y | +115.5% | +61.8% | +53.7% | +79.3% |
| 3Y | +169.4% | +39.9% | +129.5% | +118.1% |
| 5Y | -30.2% | +18.3% | -48.5% | -41.8% |
| All | +676.4% | +462.4% | +214.1% | +296.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling