+90.0%
OKTA vs FND
-50.8%
+140.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.5% | -0.7% |
| 7D | +0.4% | -5.1% | +5.5% | +1.4% |
| 30D | +13.8% | -22.5% | +36.4% | +19.3% |
| 3M | +48.9% | -5.0% | +53.9% | +49.2% |
| 6M | +114.9% | -21.5% | +136.5% | +122.3% |
| YTD | +97.9% | -23.0% | +120.9% | +104.2% |
| 1Y | +89.7% | -44.9% | +134.6% | +110.0% |
| All | +90.0% | -50.8% | +140.7% | +92.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling