+634.8%
OKTA vs FLR
+12.6%
+622.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.2% | +6.2% | +3.4% |
| 7D | +5.9% | -3.1% | +9.0% | +6.3% |
| 30D | +14.6% | +4.9% | +9.6% | +14.0% |
| 3M | +44.0% | +10.8% | +33.2% | +41.9% |
| 6M | +116.7% | +19.7% | +97.0% | +110.3% |
| YTD | +99.8% | +38.4% | +61.4% | +90.0% |
| 1Y | +84.1% | +34.7% | +49.4% | +75.4% |
| 3Y | +97.7% | +56.7% | +41.0% | +82.6% |
| 5Y | -35.2% | +241.6% | -276.8% | -44.1% |
| All | +634.8% | +12.6% | +622.1% | +544.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling