+119.7%
OKTA vs FLR
+2.5%
+117.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.8% |
| 7D | -14.2% | +1.4% | -15.6% | -14.3% |
| 30D | -12.5% | -5.9% | -6.6% | -12.1% |
| 3M | +29.2% | -7.6% | +36.9% | +29.6% |
| 6M | +147.3% | -9.3% | +156.6% | +148.6% |
| YTD | +120.9% | +20.1% | +100.8% | +107.3% |
| 1Y | +119.7% | +3.0% | +116.7% | +116.0% |
| All | +119.7% | +2.5% | +117.2% | +116.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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