+634.8%
OKTA vs FIVN
+75.7%
+559.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.8% | +5.8% | +4.5% |
| 7D | +5.9% | -9.6% | +15.5% | +11.2% |
| 30D | +14.6% | -11.9% | +26.5% | +22.6% |
| 3M | +44.0% | +40.1% | +3.9% | +18.9% |
| 6M | +116.7% | +68.3% | +48.4% | +59.3% |
| YTD | +99.8% | +51.5% | +48.3% | +52.1% |
| 1Y | +84.1% | +15.1% | +68.9% | +59.7% |
| 3Y | +97.7% | -55.6% | +153.3% | +156.0% |
| 5Y | -35.2% | -82.4% | +47.3% | +34.7% |
| All | +634.8% | +75.7% | +559.1% | +464.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 FIVN 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