+608.2%
OKTA vs FLR
+11.3%
+596.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.2% | -3.9% | -2.8% |
| 7D | -2.4% | -3.5% | +1.1% | -2.0% |
| 30D | +13.0% | +4.2% | +8.9% | +12.5% |
| 3M | +41.7% | +8.1% | +33.6% | +40.1% |
| 6M | +105.9% | +21.5% | +84.4% | +99.4% |
| YTD | +92.6% | +36.8% | +55.8% | +83.4% |
| 1Y | +81.1% | +31.2% | +49.9% | +73.0% |
| 3Y | +84.8% | +53.9% | +30.9% | +71.1% |
| 5Y | -34.4% | +243.0% | -277.5% | -43.5% |
| All | +608.2% | +11.3% | +596.9% | +522.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling