+119.7%
OKTA vs FTI
+57.1%
+62.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.4% | +4.1% | +1.0% |
| 7D | -14.2% | -9.7% | -4.5% | -13.5% |
| 30D | -12.5% | -8.2% | -4.3% | -11.9% |
| 3M | +29.2% | -7.8% | +37.1% | +29.9% |
| 6M | +147.3% | -13.4% | +160.8% | +149.4% |
| YTD | +120.9% | +45.1% | +75.9% | +116.6% |
| 1Y | +119.7% | +54.6% | +65.1% | +97.6% |
| All | +119.7% | +57.1% | +62.6% | +97.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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