+88.4%
OKTA vs FRMI
-78.0%
+166.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.2% | +6.2% | +3.2% |
| 7D | +5.9% | +15.9% | -10.1% | +5.3% |
| 30D | +14.6% | -6.0% | +20.5% | +14.4% |
| 3M | +44.0% | -1.6% | +45.6% | +43.2% |
| 6M | +116.7% | -30.7% | +147.4% | +116.7% |
| YTD | +99.8% | -30.9% | +130.6% | +100.4% |
| All | +88.4% | -78.0% | +166.4% | +82.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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