-35.3%
OKTA vs FRSH
-72.5%
+37.2%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -2.8% |
| 7D | -2.4% | -6.6% | +4.2% | +0.9% |
| 30D | +13.0% | +2.1% | +10.9% | +12.2% |
| 3M | +41.7% | +29.0% | +12.7% | +24.0% |
| 6M | +105.9% | +48.6% | +57.3% | +70.4% |
| YTD | +92.6% | -2.9% | +95.5% | +92.0% |
| 1Y | +81.1% | -7.9% | +89.0% | +84.6% |
| 3Y | +84.8% | -46.5% | +131.3% | +130.0% |
| All | -35.3% | -72.5% | +37.2% | -20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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