-34.6%
OKTA vs FN
+170.4%
-205.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +11.7% | -13.1% | -3.8% |
| 7D | -19.0% | 0.0% | -18.9% | -19.2% |
| 30D | -22.6% | -34.3% | +11.7% | -16.4% |
| 3M | +17.5% | -39.9% | +57.4% | +27.6% |
| 6M | +117.8% | -51.8% | +169.7% | +141.9% |
| YTD | +95.1% | -28.1% | +123.2% | +85.2% |
| 1Y | +96.4% | -29.1% | +125.5% | +85.4% |
| 3Y | +149.0% | +102.4% | +46.5% | +40.0% |
| All | -34.6% | +170.4% | -205.0% | -72.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling