+612.9%
OKTA vs FN
+959.6%
-346.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.2% | -3.9% | -2.2% |
| 7D | +0.7% | +3.5% | -2.8% | -0.1% |
| 30D | +13.0% | -26.0% | +39.0% | +19.4% |
| 3M | +43.4% | -33.3% | +76.7% | +53.2% |
| 6M | +107.6% | -14.9% | +122.6% | +100.4% |
| YTD | +93.8% | -8.6% | +102.4% | +79.6% |
| 1Y | +80.8% | +12.3% | +68.5% | +55.8% |
| 3Y | +91.8% | +174.4% | -82.6% | +15.3% |
| 5Y | -36.4% | +296.4% | -332.8% | -67.1% |
| All | +612.9% | +959.6% | -346.7% | +181.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling