+90.1%
OKTA vs FND
-36.4%
+126.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.1% |
| 7D | +2.6% | -5.2% | +7.9% | +3.3% |
| 30D | +16.0% | -19.9% | +35.9% | +19.7% |
| 3M | +38.2% | +2.7% | +35.4% | +36.7% |
| 6M | +137.8% | -21.7% | +159.5% | +142.0% |
| YTD | +97.3% | -17.5% | +114.8% | +98.3% |
| 1Y | +90.1% | -39.3% | +129.4% | +110.1% |
| All | +90.1% | -36.4% | +126.5% | +110.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 1y: compounded portfolio wealth divided by compounded FND 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…
1y analysis · Full analysis span regression · 6 months rolling