+50.1%
OKTA vs FSLY
+7.7%
+42.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.0% | -4.7% | -3.2% |
| 7D | -2.4% | +12.5% | -14.9% | -5.2% |
| 30D | +13.0% | -18.8% | +31.9% | +18.6% |
| 3M | +41.7% | +22.7% | +19.0% | +33.4% |
| 6M | +105.9% | -3.7% | +109.6% | +93.5% |
| YTD | +92.6% | +127.5% | -35.0% | +35.6% |
| 1Y | +81.1% | +193.5% | -112.5% | +14.9% |
| 3Y | +84.8% | -1.3% | +86.2% | +40.4% |
| 5Y | -34.4% | -47.3% | +12.9% | -48.7% |
| All | +50.1% | +7.7% | +42.4% | -16.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling