+119.7%
OKTA vs FN
-25.7%
+145.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.0% | +6.7% | +0.7% |
| 7D | -14.2% | -7.0% | -7.2% | -14.5% |
| 30D | -12.5% | -24.7% | +12.2% | -13.7% |
| 3M | +29.2% | -35.7% | +64.9% | +27.1% |
| 6M | +147.3% | -52.4% | +199.8% | +139.5% |
| YTD | +120.9% | -25.0% | +145.9% | +106.0% |
| 1Y | +119.7% | -25.7% | +145.3% | +103.9% |
| All | +119.7% | -25.7% | +145.4% | +103.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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