+90.1%
OKTA vs FN
+17.1%
+73.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.1% | -3.0% | +0.2% |
| 7D | +2.6% | -1.7% | +4.3% | +2.6% |
| 30D | +16.0% | -22.0% | +38.0% | +15.1% |
| 3M | +38.2% | -43.0% | +81.2% | +34.4% |
| 6M | +137.8% | -27.7% | +165.6% | +130.8% |
| YTD | +97.3% | -10.5% | +107.8% | +84.1% |
| 1Y | +90.1% | +12.5% | +77.6% | +63.7% |
| All | +90.1% | +17.1% | +73.0% | +63.7% |
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