-11.7%
OKTA vs FROG
+22.9%
-34.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.3% | +3.4% | +1.6% |
| 7D | +2.6% | -11.3% | +13.9% | +8.3% |
| 30D | +16.0% | +3.6% | +12.4% | +14.8% |
| 3M | +38.2% | +1.7% | +36.5% | +36.7% |
| 6M | +137.8% | +123.5% | +14.3% | +66.1% |
| YTD | +97.3% | +40.2% | +57.0% | +64.9% |
| 1Y | +90.1% | +81.0% | +9.1% | +38.1% |
| 3Y | +98.0% | +194.8% | -96.7% | -1.9% |
| 5Y | -36.9% | +131.8% | -168.7% | -68.5% |
| All | -11.7% | +22.9% | -34.6% | -50.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling