-33.3%
OKTA vs FND
-63.3%
+30.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.0% | -3.7% | -3.1% |
| 7D | -2.4% | -5.8% | +3.4% | -0.1% |
| 30D | +13.0% | -20.2% | +33.2% | +23.5% |
| 3M | +41.7% | -12.0% | +53.7% | +46.9% |
| 6M | +105.9% | -18.5% | +124.4% | +117.4% |
| YTD | +92.6% | -22.3% | +114.8% | +104.2% |
| 1Y | +81.1% | -47.6% | +128.7% | +129.3% |
| 3Y | +84.8% | -49.8% | +134.6% | +110.8% |
| All | -33.3% | -63.3% | +30.0% | -12.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling