+90.1%
OKTA vs FSLY
+181.7%
-91.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +0.4% |
| 7D | +2.6% | -10.6% | +13.3% | +3.9% |
| 30D | +16.0% | -20.9% | +36.9% | +18.6% |
| 3M | +38.2% | +3.4% | +34.7% | +37.8% |
| 6M | +137.8% | +2.7% | +135.1% | +135.2% |
| YTD | +97.3% | +102.3% | -5.0% | +93.4% |
| 1Y | +90.1% | +182.1% | -92.0% | +77.0% |
| All | +90.1% | +181.7% | -91.6% | +77.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLY.
Daily Out/Under-Performance
Portfolio return minus FSLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLY 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 1y: compounded portfolio wealth divided by compounded FSLY 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…
1y analysis · Full analysis span regression · 6 months rolling