+608.2%
OKTA vs FTI
+229.8%
+378.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.0% | -3.7% | -2.8% |
| 7D | -2.4% | -4.4% | +2.0% | -2.0% |
| 30D | +13.0% | +1.5% | +11.5% | +12.9% |
| 3M | +41.7% | +8.2% | +33.5% | +40.4% |
| 6M | +105.9% | +18.8% | +87.1% | +101.8% |
| YTD | +92.6% | +71.7% | +20.9% | +81.6% |
| 1Y | +81.1% | +90.0% | -9.0% | +68.8% |
| 3Y | +84.8% | +270.5% | -185.7% | +60.4% |
| 5Y | -34.4% | +1,084.5% | -1,119.0% | -48.8% |
| All | +608.2% | +229.8% | +378.4% | +444.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling