+536.8%
OKTA vs FND
+58.4%
+478.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.6% | +2.8% | -0.2% |
| 7D | +0.7% | +0.4% | +0.3% | +0.6% |
| 30D | +13.0% | -23.6% | +36.6% | +23.3% |
| 3M | +43.4% | +4.3% | +39.1% | +39.3% |
| 6M | +107.6% | -20.3% | +127.9% | +119.0% |
| YTD | +93.8% | -21.3% | +115.1% | +103.2% |
| 1Y | +80.8% | -45.4% | +126.2% | +114.6% |
| 3Y | +91.8% | -48.9% | +140.7% | +118.3% |
| 5Y | -36.4% | -61.0% | +24.6% | -23.4% |
| All | +536.8% | +58.4% | +478.3% | +374.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling