+168.0%
OKTA vs FN
+96.4%
+71.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.3% | +7.5% | +1.1% |
| 7D | +8.4% | +0.3% | +8.1% | +8.3% |
| 30D | -13.7% | -16.5% | +2.8% | -12.2% |
| 3M | +18.0% | -42.1% | +60.1% | +24.1% |
| 6M | +133.8% | -52.9% | +186.7% | +149.2% |
| YTD | +111.5% | -28.0% | +139.4% | +101.3% |
| 1Y | +118.3% | -18.5% | +136.8% | +100.8% |
| 3Y | +168.0% | +93.9% | +74.2% | +61.9% |
| All | +168.0% | +96.4% | +71.6% | +61.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling