+676.4%
OKTA vs FN
+800.6%
-124.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.1% | +4.3% | +1.1% |
| 7D | +6.6% | +20.8% | -14.1% | +2.0% |
| 30D | -19.4% | -17.3% | -2.1% | -16.6% |
| 3M | +23.9% | -38.1% | +62.1% | +34.7% |
| 6M | +130.9% | -44.2% | +175.1% | +149.8% |
| YTD | +111.1% | -22.3% | +133.4% | +100.1% |
| 1Y | +115.5% | -20.9% | +136.5% | +101.6% |
| 3Y | +169.4% | +111.1% | +58.3% | +71.1% |
| 5Y | -30.2% | +191.8% | -222.0% | -61.6% |
| All | +676.4% | +800.6% | -124.1% | +214.0% |
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