+51.1%
OKTA vs FSLY
0.0%
+51.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.4% | -6.1% | -2.8% |
| 7D | +0.7% | +3.5% | -2.8% | -0.2% |
| 30D | +13.0% | -6.4% | +19.4% | +14.0% |
| 3M | +43.4% | +10.9% | +32.5% | +38.4% |
| 6M | +107.6% | +6.7% | +100.9% | +89.9% |
| YTD | +93.8% | +111.1% | -17.3% | +39.0% |
| 1Y | +80.8% | +185.8% | -104.9% | +15.3% |
| 3Y | +91.8% | -6.6% | +98.4% | +47.4% |
| 5Y | -36.4% | -52.4% | +16.0% | -49.0% |
| All | +51.1% | 0.0% | +51.1% | -13.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling