+627.8%
OKTA vs FTAI
+2,212.7%
-1,584.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.8% | -0.5% |
| 7D | +0.4% | -9.7% | +10.1% | +2.0% |
| 30D | +13.8% | -20.0% | +33.8% | +17.7% |
| 3M | +48.9% | -20.1% | +68.9% | +52.8% |
| 6M | +114.9% | -33.3% | +148.2% | +123.8% |
| YTD | +97.9% | -8.0% | +105.9% | +92.3% |
| 1Y | +89.7% | +8.0% | +81.7% | +77.2% |
| 3Y | +95.8% | +413.4% | -317.6% | +18.5% |
| 5Y | -32.6% | +858.6% | -891.2% | -65.6% |
| All | +627.8% | +2,212.7% | -1,584.9% | +248.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FTAI.
Daily Out/Under-Performance
Portfolio return minus FTAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTAI 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 FTAI 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