+655.3%
OKTA vs FN
+831.4%
-176.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +11.9% | -6.6% | +2.7% |
| 7D | -3.9% | +16.3% | -20.2% | -7.4% |
| 30D | -23.5% | -24.7% | +1.2% | -19.2% |
| 3M | +19.7% | -34.9% | +54.7% | +28.6% |
| 6M | +111.6% | -41.1% | +152.7% | +126.2% |
| YTD | +105.4% | -19.6% | +125.0% | +93.4% |
| 1Y | +108.4% | -18.5% | +126.9% | +93.7% |
| 3Y | +167.8% | +119.1% | +48.7% | +68.9% |
| 5Y | -33.8% | +206.9% | -240.8% | -64.0% |
| All | +655.3% | +831.4% | -176.1% | +203.4% |
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