+625.6%
OKTA vs FN
+936.9%
-311.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.1% | -3.0% | -0.6% |
| 7D | +2.6% | -1.7% | +4.3% | +3.0% |
| 30D | +16.0% | -22.0% | +38.0% | +21.2% |
| 3M | +38.2% | -43.0% | +81.2% | +52.8% |
| 6M | +137.8% | -27.7% | +165.6% | +138.8% |
| YTD | +97.3% | -10.5% | +107.8% | +83.7% |
| 1Y | +90.1% | +12.5% | +77.6% | +63.4% |
| 3Y | +98.0% | +153.8% | -55.8% | +21.7% |
| 5Y | -36.9% | +288.0% | -324.9% | -67.2% |
| All | +625.6% | +936.9% | -311.3% | +188.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling