-11.4%
OKTA vs FROG
+24.4%
-35.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.5% | -1.6% |
| 7D | +0.4% | -2.2% | +2.6% | +1.4% |
| 30D | +13.8% | +3.0% | +10.9% | +13.1% |
| 3M | +48.9% | +10.3% | +38.6% | +42.2% |
| 6M | +114.9% | +116.7% | -1.8% | +52.1% |
| YTD | +97.9% | +41.9% | +56.0% | +64.4% |
| 1Y | +89.7% | +78.5% | +11.2% | +38.7% |
| 3Y | +95.8% | +224.1% | -128.3% | -8.0% |
| 5Y | -32.6% | +142.4% | -175.0% | -66.8% |
| All | -11.4% | +24.4% | -35.8% | -50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG 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 10y: compounded portfolio wealth divided by compounded FROG 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…
10y analysis · Full analysis span regression · 6 months rolling