+84.8%
OKTA vs FLR
+54.2%
+30.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.2% | -3.9% | -3.0% |
| 7D | -2.4% | -3.5% | +1.1% | -1.7% |
| 30D | +13.0% | +4.2% | +8.9% | +12.1% |
| 3M | +41.7% | +8.1% | +33.6% | +38.7% |
| 6M | +105.9% | +21.5% | +84.4% | +93.1% |
| YTD | +92.6% | +36.8% | +55.8% | +73.7% |
| 1Y | +81.1% | +31.2% | +49.9% | +64.3% |
| 3Y | +84.8% | +53.9% | +30.9% | +38.5% |
| All | +84.8% | +54.2% | +30.6% | +38.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling